Quantifying instabilities in Financial Markets
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DOI: 10.1016/j.physa.2019.03.029
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References listed on IDEAS
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Cited by:
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- de Araujo, Fernando Henrique Antunes & Bejan, Lucian & Stosic, Borko & Stosic, Tatijana, 2020. "An analysis of Brazilian agricultural commodities using permutation – information theory quantifiers: The influence of food crisis," Chaos, Solitons & Fractals, Elsevier, vol. 139(C).
- Liu, Zhengli & Shang, Pengjian & Wang, Yuanyuan, 2020. "Characterization of time series through information quantifiers," Chaos, Solitons & Fractals, Elsevier, vol. 132(C).
- Hu, Jun & Zhang, Yujie & Wu, Peng & Li, Huijia, 2022. "An analysis of the global fuel-trading market based on the visibility graph approach," Chaos, Solitons & Fractals, Elsevier, vol. 154(C).
- Shang, Binbin & Shang, Pengjian, 2022. "Effective instability quantification for multivariate complex time series using reverse Shannon-Fisher index," Chaos, Solitons & Fractals, Elsevier, vol. 160(C).
- Gao, Meng & Ge, Ruijun, 2024. "Mapping time series into signed networks via horizontal visibility graph," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 633(C).
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Keywords
Information theory; Crisis; Shannon entropy; Visibility graph method; Fisher information;All these keywords.
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