Characterizing Complexity Changes in Chinese Stock Markets by Permutation Entropy
نویسندگان
چکیده
منابع مشابه
Characterizing Complexity Changes in Chinese Stock Markets by Permutation Entropy
Financial time series analyses have played an important role in developing some of the fundamental economic theories. However, many of the published analyses of financial time series focus on long-term average behavior of a market, and thus shed little light on the temporal evolution of a market, which from time to time may be interrupted by stock crashes and financial crises. Consequently, in ...
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ژورنال
عنوان ژورنال: Entropy
سال: 2017
ISSN: 1099-4300
DOI: 10.3390/e19100514