Long-Range Dependence in Financial Markets: A Moving Average Cluster Entropy Approach

A perspective is taken on the intangible complexity of economic and social systems by investigating the dynamical processes producing, storing and transmitting information in financial time series. An extensive analysis based on the moving average cluster entropy approach has evidenced market and ho...

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Detalles Bibliográficos
Autores principales: Murialdo, Pietro, Ponta, Linda, Carbone, Anna
Formato: Online Artículo Texto
Lenguaje:English
Publicado: MDPI 2020
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7517169/
https://www.ncbi.nlm.nih.gov/pubmed/33286404
http://dx.doi.org/10.3390/e22060634

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7517169/
https://www.ncbi.nlm.nih.gov/pubmed/33286404
http://dx.doi.org/10.3390/e22060634

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