Remarks on the behaviour of financial market efficiency during the COVID-19 pandemic. The case of VIX

Published 2021 View Full Article

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Title
Remarks on the behaviour of financial market efficiency during the COVID-19 pandemic. The case of VIX
Authors
Keywords
COVID-19, efficiency, deterministic chaos, largest Lyapunov exponent, sample entropy, permutation entropy
Journal
Finance Research Letters
Volume 43, Issue -, Pages 101967
Publisher
Elsevier BV
Online
2021-02-11
DOI
10.1016/j.frl.2021.101967
References
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