Czech
English
Institute of Information Theory and Automation
You are here
Bibliography
Journal Article
The entropy as a tool for analysing statistical dependences in financial time series
,
: Physica. A : Statistical Mechanics and its Applications vol.287, p. 429-439
: AV0Z1075907
: KSK1075601, GA AV
(eng): Using a novel algorithm for the estimation of the mutual information from data, we analyse several financial time series and demonstrate the usefulness of this new approach.
: 09J
: BD