TY  - JOUR 
AU  - Sandubete, Julio E
AU  - Beleña, León
AU  - García-Villalobos, Juan Carlos
PY  - 2023
UR  - http://hdl.handle.net/20.500.12020/1004
AB  - In this paper, we analyse two interesting applications related to the dynamics of economic phenomena linked to the Efficient Market Hypothesis (EMH), informative surprises, and the Model-Data Paradox of Chaos in certain top currency pairs from the...
LA  - en
PB  - Multidisciplinary Digital Publishing Institute (MDPI)
TI  - Testing the Efficient Market Hypothesis and the Model-Data Paradox of Chaos on Top Currencies from the Foreign Exchange Market (FOREX)
DO  - https://doi.org/10.3390/math11020286
T2  - Mathematics
M2  - 286
KW  - model-data paradox of chaos
KW  - Lyapunov exponents
KW  - efficient market hypothesis
KW  - informative surprises
KW  - financial time series
VL  - 11
ER  -