0455876 20240103211825.520160215235959.9 84961322262 000370898000003 10.1016/j.physa.2015.12.075 8 s. P cav_un_epca*02574230378-43714491 (2016)27-34Elsevier Efficient market hypothesis, Gold Currencies, Fractal dimension Entropy Long-Term memory cav_un_auth*0256902 Ekonometrie Department of Econometrics E E Department of Econometrics 50 Krištoufek Ladislav UTIA-B K Ústav teorie informace a automatizace AV ČR, v. v. i. cav_un_auth*0101230 Ekonometrie Department of Econometrics E E Department of Econometrics 50 Vošvrda Miloslav UTIA-B S Ústav teorie informace a automatizace AV ČR, v. v. i. http://library.utia.cas.cz/separaty/2016/E/kristoufek-0455876.pdf cav_un_auth*0281000 GBP402/12/G097 GA ČR CZ Gold and currency markets form a unique pair with specific interactions and dynamics. We focus on the efficiency ranking of gold markets with respect to the currency of purchase. By utilizing the Efficiency Index (EI) based on fractal dimension, approximate entropy and long-term memory on a wide portfolio of 142 gold price series for different currencies, we construct the efficiency ranking based on the extended EI methodology we provide. AH 2017 2 RVO:67985556 http://hdl.handle.net/11104/0257096 S 1* Article Physics Multidisciplinary PHYSICS.MULTIDISCIPLINARY 2.146 0.546 8.8 0.02316 0.465 21650 0.761 Q1 1.613 1068 Q1 49.326 77.8 Q3 Q2 77.848 2016 84961322262 SCOPUS 000370898000003 WOS cav_un_epca*0257423 Physica. A : Statistical Mechanics and its Applications 0378-4371 1873-2119 Roč. 449 č. 1 2016 27 34 Elsevier