Analysis of local and global instability in foreign exchange rates using short-term information entropy
Author:
Funder
Fukuoka Prefectural University, Japan
Publisher
Elsevier BV
Subject
Condensed Matter Physics,Statistics and Probability
Reference12 articles.
1. Stanley: An Introduction To Econophysics;Mantegna,2000
2. Voit: The Statistical Mechanics of Financial Markets;J,2005
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5. Foreign exchange rate entropy evolution during financial crises
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