Time irreversibility of financial time series based on higher moments and multiscale Kullback-Leibler divergence (Q2149128)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Time irreversibility of financial time series based on higher moments and multiscale Kullback-Leibler divergence |
scientific article |
Statements
Time irreversibility of financial time series based on higher moments and multiscale Kullback-Leibler divergence (English)
0 references
28 June 2022
0 references
irreversibility
0 references
financial time series
0 references
high moments
0 references
multiscale Kullback-Leibler divergence
0 references
