A multivariate multiscale entropy approach to testing commodity market efficiency (Record no. 42991)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 01363nam a22001817a 4500 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | OSt |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20160413171749.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 160413b xxu||||| |||| 00| 0 eng d |
| 100 ## - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Ranajit Chakraborty |
| 9 (RLIN) | 21569 |
| 245 ## - TITLE STATEMENT | |
| Title | A multivariate multiscale entropy approach to testing commodity market efficiency |
| Statement of responsibility, etc | Ranajit Chakraborty and Rahuldeb Das |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Place of publication, distribution, etc | Hydrabad I |
| Name of publisher, distributor, etc | UP Publication |
| Date of publication, distribution, etc | June 2015 |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | 7-28 p. |
| 500 ## - GENERAL NOTE | |
| General note | This study examines the efficiency of the Indian commodity market after the onset of futures trading on the national level commodity exchanges. The efficiency of five agricultural and three nonagricultural commodities have been tested by calculating multiscale sample entropy, taking univariate and multivariate series. An efficiency index has been built with this design. The results indicate that the Indian commodity market is partially efficient. The efficiency fluctuation is higher in the case of agricultural commodities. The slowdown in 2008 reduced the market efficiency of the exportoriented commodities. Moreover, seasonality in the market efficiency is observed for a few agricultural commodities. |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Commodity Market |
| 9 (RLIN) | 21570 |
| 700 ## - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Das, Rahuldeb |
| 9 (RLIN) | 21571 |
| 773 0# - HOST ITEM ENTRY | |
| Host Biblionumber | 30419 |
| Host Itemnumber | 55090 |
| Main entry heading | MURTHY, E N |
| Edition | |
| Place, publisher, and date of publication | IUP PUBLICATION HYDEARABAD |
| Other item identifier | 5554833 |
| Title | FINANCIAL RISK MANAGEMENT |
| Record control number | |
| International Standard Serial Number | |
| International Standard Book Number | |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Source of classification or shelving scheme | Dewey Decimal Classification |
| Koha item type | Journal Article |
| Withdrawn status | Lost status | Source of classification or shelving scheme | Damaged status | Not for loan | Home library | Current library | Date acquired | Source of acquisition | Total Checkouts | Full call number | Barcode | Date last seen | Price effective from |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dewey Decimal Classification | Main Library | Main Library | 13/04/2016 | The IUP Journal of Financial Risk Management / Vol XII No. 2 / September 2015 | Vol XII No. 3/ 5554833JA1 | 5554833JA1 | 13/04/2016 | 13/04/2016 |