Approximate Entropy as an Irregularity Measure for Financial Data
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Publication:3518451
DOI10.1080/07474930801959750zbMath1482.62109OpenAlexW2047785368MaRDI QIDQ3518451
Publication date: 8 August 2008
Published in: Econometric Reviews (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07474930801959750
Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical aspects of information-theoretic topics (62B10)
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