Pages that link to "Item:Q2677401"
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The following pages link to Measuring market efficiency: the Shannon entropy of high-frequency financial time series (Q2677401):
Displaying 4 items.
- A statistical test of market efficiency based on information theory (Q6110870) (← links)
- Chaos measure dynamics in a multifactor model for financial market predictions (Q6143054) (← links)
- Estimation of time-varying kernel densities and chronology of the impact of COVID-19 on financial markets (Q6604272) (← links)
- Price predictability at ultra-high frequency: entropy-based randomness test (Q6669783) (← links)