Price predictability at ultra-high frequency: entropy-based randomness test (Q6669783)
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scientific article; zbMATH DE number 7973471
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Price predictability at ultra-high frequency: entropy-based randomness test |
scientific article; zbMATH DE number 7973471 |
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Price predictability at ultra-high frequency: entropy-based randomness test (English)
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22 January 2025
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test for predictability
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ultra-high frequency
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Kullback-Leibler divergence
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empirical frequencies
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