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Statistical properties of a time-series-complexity measure applied to stock returns - MaRDI portal

Statistical properties of a time-series-complexity measure applied to stock returns

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Publication:1389125

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DOI10.1023/A:1008650100948zbMath0907.90073MaRDI QIDQ1389125

M. A. Kaboudan

Publication date: 11 June 1998

Published in: Computational Economics (Search for Journal in Brave)

zbMATH Keywords

statistical properties nonlinearity dynamical structures financial market analysis stock returns predictability complexity measure

Mathematics Subject Classification ID

Economic time series analysis (91B84)

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