Search
Abstract
Zunino et al. analyzed the problem of discrimination of developed and emergent markets by the use of ordinal patterns methods: number of forbidden patterns and ordinal pattern probability distribution as a basis for entropy and statistical measure of complexity. In this paper we apply the same methodology for the analysis of Polish stock market (index WIG). The results indicate that Polish market belongs neither to developed, nor to emergent groups of markets. It represents hybrid market, the third group distinguished in the paper by Zunino et al. DOI: 10.12693/APhysPolA.123.526
Citations
-
1
CrossRef
-
0
Web of Science
-
1
Scopus
Authors (2)
Cite as
Full text
download paper
downloaded 31 times
- Publication version
- Accepted or Published Version
- DOI:
- Digital Object Identifier (open in new tab) 10.12693/aphyspola.123.526
- License
-
open in new tab
Keywords
Details
- Category:
- Articles
- Type:
- artykuł w czasopiśmie wyróżnionym w JCR
- Published in:
-
ACTA PHYSICA POLONICA A
no. 123,
edition 3,
pages 526 - 528,
ISSN: 0587-4246 - Language:
- English
- Publication year:
- 2013
- Bibliographic description:
- Graff G., Kaczkowska A.: The Efficiency of Polish Stock Market: Ordinal Patterns Approach// ACTA PHYSICA POLONICA A. -Vol. 123, iss. 3 (2013), s.526-528
- DOI:
- Digital Object Identifier (open in new tab) 10.12693/aphyspola.123.526
- Verified by:
- Gdańsk University of Technology
seen 112 times
Recommended for you
Exploring Stock Traders’ Cognitive Biases: Research Design and Simulator Framework
- M. Tkacz,
- J. Żurada,
- P. Weichbroth
2023