Windows of predictability in Financial Markets: a Shannon Entropy approach
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Publication:3456372
DOI10.1685/JOURNAL.CAIM.385zbMath1329.62417OpenAlexW2580271816MaRDI QIDQ3456372
Publication date: 14 December 2015
Full work available at URL: http://caim.simai.eu/index.php/caim/article/view/385/pdf
Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70)
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