Information measure for financial time series: Quantifying short-term market heterogeneity-Reference-Cited by-同舟云学术

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Information measure for financial time series: Quantifying short-term market heterogeneity

Published:2018-11 Issue: Volume:510 Page:132-144
ISSN:0378-4371
Container-title:Physica A: Statistical Mechanics and its Applications
language:en
Short-container-title:Physica A: Statistical Mechanics and its Applications

Author:

Ponta Linda,Carbone Anna

Publisher

Elsevier BV

Subject

Condensed Matter Physics,Statistics and Probability

Reference60 articles.

1. Mathematical Investigations in the Theory of Value and Prices;Fisher,1892

2. Maximum principles in analytical economics: Nobel Lecture 1970;Samuelson;Am. Econ. Rev.,1972

3. Econometrics and thermodynamics: a remark on Davis’ theory of budgets;Lisman;Econometrica,1949

4. Utility theories in field physics and mathematical economics (II);Pikler;British J. Philos. Sci.,1955

5. The Unity of Science and Economics: a New Foundation of Economic Theory;Chen,2015

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1. Microseismic event detection in noisy environments with instantaneous spectral Shannon entropy;Physical Review E;2022-07-25

2. Linear and Nonlinear Effects in Connectedness Structure: Comparison between European Stock Markets;Entropy;2022-02-21

3. Financial markets’ deterministic aspects modeled by a low-dimensional equation;Scientific Reports;2022-02-01

4. Discrete Volatilities of Listed Real Estate Funds;Contributions to Economics;2022

5. Linear response theory in stock markets;Scientific Reports;2021-11-29

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