Efficient or Fractal Market Hypothesis? A Stock Indexes Modelling Using Geometric Brownian Motion and Geometric Fractional Brownian Motion

por Vasile Brătian, Ana-Maria Acu, Camelia Oprean-Stan, Emil Dinga, Gabriela-Mariana Ionescu
Publicado 2021

Entropy-Based Behavioural Efficiency of the Financial Market

por Emil Dinga, Camelia Oprean-Stan, Cristina-Roxana Tănăsescu, Vasile Brătian, Gabriela-Mariana Ionescu
Publicado 2021