Shmilovici, A., Kahiri, Y., Ben-Gal, I., & Hauser, S. (2009). Measuring the Efficiency of the Intraday Forex Market with a Universal Data Compression Algorithm. Computational economics, 33(2), 131-154. https://doi.org/10.1007/s10614-008-9153-3
Citace podle Chicago (17th ed.)Shmilovici, Armin, Yoav Kahiri, Irad Ben-Gal, a Shmuel Hauser. "Measuring the Efficiency of the Intraday Forex Market with a Universal Data Compression Algorithm." Computational Economics 33, no. 2 (2009): 131-154. https://doi.org/10.1007/s10614-008-9153-3.
Citace podle MLA (9th ed.)Shmilovici, Armin, et al. "Measuring the Efficiency of the Intraday Forex Market with a Universal Data Compression Algorithm." Computational Economics, vol. 33, no. 2, 2009, pp. 131-154, https://doi.org/10.1007/s10614-008-9153-3.