Asymmetric asynchrony of financial time series based on asymmetric multiscale cross-sample entropy

DOI10.1063/1.4913765zbMath1376.62072OpenAlexW2019398937WikidataQ50938766 ScholiaQ50938766MaRDI QIDQ4591626

Yi Yin, Pengjian Shang

Publication date: 17 November 2017

Published in: Chaos: An Interdisciplinary Journal of Nonlinear Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1063/1.4913765

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

Cites Work

• On the phase space approach to complexity
• Approximate entropy as a measure of system complexity.
• Dynamical glucometry: Use of multiscale entropy analysis in diabetes
• Randomness and degrees of irregularity.

This page was built for publication: Asymmetric asynchrony of financial time series based on asymmetric multiscale cross-sample entropy