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2013 | 123 | 3 | 526-528
Article title

The Efficiency of Polish Stock Market: Ordinal Patterns Approach

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EN
Abstracts
EN
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.
Keywords
EN
Year
Volume
123
Issue
3
Pages
526-528
Physical description
Dates
published
2013-03
References
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Document Type
Publication order reference
YADDA identifier
bwmeta1.element.bwnjournal-article-appv123n307kz
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