Measuring the Efficiency of the Intraday Forex Market with a Universal Data Compression Algorithm

Armin Shmilovici (), Yoav Kahiri, Irad Ben-Gal () and Shmuel Hauser ()

Computational Economics, 2009, vol. 33, issue 2, 154 pages

Keywords: Efficient Market Hypothesis; Universal prediction; Forex Intra-day trading; Variable Order Markov; G14; C22; C53; C49; C63; 62P05; 91B84; 62M20 (search for similar items in EconPapers)
Date: 2009
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Citations: View citations in EconPapers (11)

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Working Paper: Measuring the Efficiency of the Intraday Forex Market with a Universal Data Compression Algorithm (2006)
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DOI: 10.1007/s10614-008-9153-3

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