Information measure for long-range correlated time series: Quantifying horizon dependence in financial markets
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DOI: 10.1016/j.physa.2021.125777
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- Qin, Guyue & Shang, Pengjian, 2021. "Analysis of time series using a new entropy plane based on past entropy," Chaos, Solitons & Fractals, Elsevier, vol. 152(C).
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Keywords
Complex systems; Information Measures; Long-range dependence; Financial Markets;All these keywords.
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