Multivariate generalized information entropy of financial time series

DOI10.1016/j.physa.2019.04.029OpenAlexW2937739161WikidataQ128086155 ScholiaQ128086155MaRDI QIDQ2159676

Yongping Zhang, Pengjian Shang, Hui Xiong

Publication date: 2 August 2022

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

Full work available at URL: https://doi.org/10.1016/j.physa.2019.04.029

zbMATH Keywords

multiscalefinancial time seriesmultivariatefractional order generalized entropy

Mathematics Subject Classification ID

Statistical mechanics, structure of matter (82-XX)

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