Multivariate multiscale distribution entropy of financial time series
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DOI: 10.1016/j.physa.2018.09.180
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- Będowska-Sójka, Barbara & Kliber, Agata, 2021. "Information content of liquidity and volatility measures," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 563(C).
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Keywords
Multivariate multiscale distribution entropy; Simulated data; Financial time series; Complexity;All these keywords.
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