Multivariate multiscale entropy of financial markets
type: Item
instance of: scholarly article
title: Multivariate multiscale entropy of financial markets
author: Yunfan Lu
author: Jun Wang
published in: Communications in Nonlinear Science and Numerical Simulation
publication date: 2020-10-14T00:00:00Z
Mathematics Subject Classification ID: 91-XX
Mathematics Subject Classification ID: 37-XX
zbMATH DE Number: 7261218
zbMATH Keywords: multivariate multiscale entropy analysis
zbMATH Keywords: nonlinear complexity behavior
zbMATH Keywords: globe stock market
zbMATH Keywords: multivariate volatility series
zbMATH Keywords: shuffled multivariate return
MaRDI profile type: Publication
full work available at URL: j.cnsns.2017.04.028
OpenAlex ID: W2607698856
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DOI: 10.1016/J.CNSNS.2017.04.028
description: scientific article; zbMATH DE number 7261218