Pages that link to "Item:Q2007428"
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The following pages link to Multivariate multiscale entropy of financial markets (Q2007428):
Displaying 9 items.
- Disturbances and complexity in volatility time series (Q1694527) (← links)
- Multivariate multiscale complexity-entropy causality plane analysis for complex time series (Q2050425) (← links)
- Multiscale multifractal DCCA and complexity behaviors of return intervals for Potts price model (Q2148220) (← links)
- Multivariate multiscale fractional order weighted permutation entropy of nonlinear time series (Q2155414) (← links)
- Modeling the predictive power of the singular value decomposition-based entropy. Empirical evidence from the Dow Jones Global Titans 50 index (Q2163662) (← links)
- Multiscale sample entropy and cross-sample entropy based on symbolic representation and similarity of stock markets (Q2205684) (← links)
- The relative entropy in CGMY processes and its applications to finance (Q2472193) (← links)
- A Summary: Quantifying the Complexity of Financial Markets Using Composite and Multivariate Multiscale Entropy (Q5855892) (← links)
- A novel agent model of heterogeneous risk based on temporal interaction network for stock price simulation (Q6167691) (← links)