Weighted multiscale cumulative residual Rényi permutation entropy of financial time series
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DOI: 10.1016/j.physa.2019.123089
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- Lahmiri, Salim & Bekiros, Stelios, 2020. "Renyi entropy and mutual information measurement of market expectations and investor fear during the COVID-19 pandemic," Chaos, Solitons & Fractals, Elsevier, vol. 139(C).
- 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
Cumulative residual Rényi permutation entropy; Weight; Multiple scales; Financial time series;All these keywords.
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