Correlations of multiscale entropy in the FX market
Author:
Funder
CAPES
CNPq
Facepe
Publisher
Elsevier BV
Subject
Condensed Matter Physics,Statistics and Probability
Reference46 articles.
1. Minimal spanning tree graphs and power like scaling in FOREX networks;Górski;Acta Phys. Pol. A,2008
2. Long memory and volatility clustering: Is the empirical evidence consistent across stock markets?;Bentes;Physica A,2008
3. The entropy as a tool for analysing statistical dependences in financial time series;Darbellay;Physica A,2000
4. Cross-sample entropy of foreign exchange time series;Liu;Physica A,2010
5. Multi-scale approximate entropy analysis of foreign exchange markets efficiency;Wang;Syst. Eng. Procedia,2012
Cited by 12 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献
1. Radiological complexity of nuclear facilities: an information complexity approach to workplace monitoring;Journal of Radiological Protection;2024-05-03
2. The co-movement of fossil energy, new energy, rare earth, and carbon in China: Measurement and evolution analysis;Journal of Cleaner Production;2024-02
3. Uncovering Information Linkages between Bitcoin, Sustainable Finance and the Impact of COVID-19: Fractal and Entropy Analysis;Fractal and Fractional;2023-05-24
4. Modelling the quantile cross-coherence between exchange rates: Does the COVID-19 pandemic change the interlinkage structure?;Journal of International Financial Markets, Institutions and Money;2022-01
5. Multiscale entropy and asynchronies of percolation-based price model and Chinese stock market;International Journal of Modern Physics C;2021-02-19
1.学者识别学者识别
2.学术分析学术分析
3.人才评估人才评估
"同舟云学术"是以全球学者为主线,采集、加工和组织学术论文而形成的新型学术文献查询和分析系统,可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容,当前同舟云学术共收录了国内外主流学术期刊6万余种,收集的期刊论文及会议论文总量共计约1.5亿篇,并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询!咨询电话:010-8811{复制后删除}0370
www.globalauthorid.com
TOP
Copyright © 2019-2024 北京同舟云网络信息技术有限公司 京公网安备11010802033243号 京ICP备18003416号-3