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Bibliografie

Journal Article

The entropy as a tool for analysing statistical dependences in financial time series

Darbellay Georges A., Wuertz D.

: 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

07.01.2019 - 08:39