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Regularity in Stock Market Indices within Turbulence Periods: The Sample Entropy Approach
The aim of this study is to assess and compare changes in regularity in the 36 European and the U.S. stock market indices within major turbulence periods. Two periods are investigated: the Global Financial Crisis in 2007–2009 and the COVID-19 pandemic outbreak in 2020–2021. The proposed research hyp...
| Autores principales: | , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
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MDPI
2022
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| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9318915/ https://www.ncbi.nlm.nih.gov/pubmed/35885144 http://dx.doi.org/10.3390/e24070921 |