Multivariate multiscale entropy of financial markets (Q2007428)

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scientific article; zbMATH DE number 7261218
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Multivariate multiscale entropy of financial markets
scientific article; zbMATH DE number 7261218

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    Multivariate multiscale entropy of financial markets (English)
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    14 October 2020
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    multivariate multiscale entropy analysis
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    nonlinear complexity behavior
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    globe stock market
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    multivariate volatility series
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    shuffled multivariate return
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