Andrey Shternshis

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Person:2677400

Available identifiers

zbMath Open shternshis.andreyMaRDI QIDQ2677400

List of research outcomes





PublicationDate of PublicationType
Price predictability at ultra-high frequency: entropy-based randomness test2025-01-22Paper
Variance of entropy for testing time-varying regimes with an application to meme stocks2024-08-01Paper
Measuring market efficiency: the Shannon entropy of high-frequency financial time series2023-01-13Paper

Research outcomes over time

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