Conditional entropy and randomness in financial time series
Author:
Publisher
Informa UK Limited
Subject
General Economics, Econometrics and Finance,Finance
Link
http://www.tandfonline.com/doi/pdf/10.1088/1469-7688/1/4/302
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4. An econophysics approach to analyse uncertainty in financial markets: an application to the Portuguese stock market;The European Physical Journal B;2006-03
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