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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...
| Autores principales: | , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
MDPI
2020
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| Materias: | |
| 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 |