Publications Repository - Gdańsk University of Technology

Zunino et al. analyzed the problem of discrimination of developed and emergent markets by the use of ordinal patterns methods: number of forbidden patterns and ordinal pattern probability distribution as a basis for entropy and statistical measure of complexity. In this paper we apply the same methodology for the analysis of Polish stock market (index WIG). The results indicate that Polish market belongs neither to developed, nor to emergent groups of markets. It represents hybrid market, the third group distinguished in the paper by Zunino et al. DOI: 10.12693/APhysPolA.123.526

Authors

• prof. dr hab. Grzegorz Graff link open in new tab ,
• dr inż. Agnieszka Kaczkowska link open in new tab