Short-term Kullback–Leibler divergence analysis to extract unstable periods in financial time series
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DOI: 10.1007/s40844-024-00284-0
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Cited by:
- Mieko Tanaka-Yamawaki, 2024. "Special issue: Data-driven mathematical sciences and econophysics," Evolutionary and Institutional Economics Review, Springer, vol. 21(2), pages 199-201, September.
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More about this item
Keywords
Kullback–Leibler divergence; Financial time series; Binary symbolic dynamics;All these keywords.
JEL classification:
- C10 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - General
- F30 - International Economics - - International Finance - - - General
- G00 - Financial Economics - - General - - - General
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