Entropy and predictability of stock market returns.
type: Item
instance of: scholarly article
title: Entropy and predictability of stock market returns.
zbMATH Open document ID: 1043.62090
DOI: 10.1016/S0304-4076(01)00125-7
author: Esfandiar Maasoumi
author: Jeff Racine
published in: Journal of Econometrics
publication date: 2003-02-17T00:00:00Z
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 62B10
zbMATH DE Number: 1869190
zbMATH Keywords: entropy
zbMATH Keywords: stock returns
zbMATH Keywords: nonparametric
zbMATH Keywords: neural networks
zbMATH Keywords: prediction
zbMATH Keywords: dependence
zbMATH Keywords: nonlinear
zbMATH Keywords: tables
describes a project that uses: NUMAL
describes a project that uses: bootstrap
MaRDI profile type: Publication
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full work available at URL: s0304-4076(01)00125-7
OpenAlex ID: W2070640492
description: scientific article; zbMATH DE number 1869190