The complexity-entropy causality plane based on multiscale power spectrum entropy of financial time series

DOI10.1063/1.5054714zbMath1406.91504OpenAlexW2906433299WikidataQ90838555 ScholiaQ90838555MaRDI QIDQ4644744

Yali Zhang, Pengjian Shang

Publication date: 8 January 2019

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

Full work available at URL: https://doi.org/10.1063/1.5054714

Mathematics Subject Classification ID

Financial applications of other theories (91G80)

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