Defining efficiency in heterogeneous markets

Michel Dacorogna, U. Mller, R. Olsen and O. Pictet

Quantitative Finance, 2001, vol. 1, issue 2, 198-201

Abstract: Michel Dacorogna, Ulrich Muller, Richard Olsen and Olivier Pictet offer a new definition of efficient markets that takes into account heterogeneity and varying time scales.

Date: 2001
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DOI: 10.1080/713665666

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