A new measurement of financial time irreversibility based on information measures method

DOI10.1016/j.physa.2018.02.197OpenAlexW2793859247WikidataQ130168335 ScholiaQ130168335MaRDI QIDQ2149230

Yuan Yuan Wang, Pengjian Shang

Publication date: 28 June 2022

Published in: Physica A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.physa.2018.02.197

zbMATH Keywords

financial time seriestime irreversibilityeconophysicsinformation measures method

Mathematics Subject Classification ID

Statistical mechanics, structure of matter (82-XX)

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