Theory and applications of financial chaos index
From MaRDI portal
Publication:2070531
DOI10.1016/j.physa.2021.126160OpenAlexW3120006395MaRDI QIDQ2070531
Masoud Ataei, M. Reza Peyghami, Shengyuan Chen, Zi-Jiang Yang
Publication date: 24 January 2022
Published in: Physica A (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2101.02288
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- A Kernel Multiple Change-point Algorithm via Model Selection
- Likelihood Inference for a Fractionally Cointegrated Vector Autoregressive Model
- Nonstationarity-extended local Whittle estimation
- Introduction to the analytic hierarchy process
- Practical decision making using super decisions v3. An introduction to the analytic hierarchy process
- The relation between Granger causality and directed information theory: a review
- On permanents of (1,-1)-matrices
- A scaling method for priorities in hierarchical structures
- Intransitive social indifference and the Arrow dilemma
- What is relative measurement! The ratio scale phantom
- The condition numbers of the matrix eigenvalue problem
- THE ROLE OF INITIAL VALUES IN CONDITIONAL SUM-OF-SQUARES ESTIMATION OF NONSTATIONARY FRACTIONAL TIME SERIES MODELS
- Approximate Entropy as an Irregularity Measure for Financial Data
- A REPRESENTATION THEORY FOR A CLASS OF VECTOR AUTOREGRESSIVE MODELS FOR FRACTIONAL PROCESSES
- Approximate entropy as a measure of system complexity.
- Testing the CVAR in the Fractional CVAR Model
- A FAST FRACTIONAL DIFFERENCE ALGORITHM
- Nonstationary Cointegration in the Fractionally Cointegrated VAR Model
- An online kernel change detection algorithm
- Elements of Information Theory
- Intransitive Individual Indifference and Transitive Majorities
- Permanents of matrices over roots of unity
- Models, methods, concepts \& applications of the analytic hierarchy process
This page was built for publication: Theory and applications of financial chaos index