"Quantifying the Multiscale Predictability of Financial Time Series by an ..."

Xiaojun Zhao et al. (2019)

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DOI: 10.3390/E21070684

access: open

type: Journal Article

metadata version: 2020-12-25

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  - journals/entropy/ZhaoLZS19
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  - https://dblp.org/rec/journals/entropy/ZhaoLZS19
Xiaojun Zhao, Chenxu Liang, Na Zhang, Pengjian Shang:
Quantifying the Multiscale Predictability of Financial Time Series by an Information-Theoretic Approach. Entropy 21(7): 684 (2019)

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