Fractal properties, information theory, and market efficiency-Reference-Cited by-同舟云学术

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Fractal properties, information theory, and market efficiency

Published:2024-03 Issue: Volume:180 Page:114543
ISSN:0960-0779
Container-title:Chaos, Solitons & Fractals
language:en
Short-container-title:Chaos, Solitons & Fractals

Author:

Brouty Xavier^ORCID,Garcin Matthieu^ORCID

Publisher

Elsevier BV

Reference71 articles.

1. Permutation entropy: a natural complexity measure for time series;Bandt;Phys Rev Lett,2002

2. The informational efficiency and the financial crashes;Risso;Res Int Bus Finance,2008

3. A statistical test of market efficiency based on information theory;Brouty;Quant Finance,2023

4. Complexity measure, kernel density estimation, bandwidth selection, and the efficient market hypothesis;Garcin,2023

5. Fractal structure in the capital markets;Peters;Financ Anal J,1989

Cited by 4 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. Altered movement dynamics in soldiers undergoing multiple bouts of load carriage;Applied Ergonomics;2024-09

2. Correlations versus noise in the NFT market;Chaos: An Interdisciplinary Journal of Nonlinear Science;2024-07-01

3. Multifractality approach of a generalized Shannon index in financial time series;PLOS ONE;2024-06-21

4. Estimation of Fractal Dimension and Segmentation of Brain Tumor with Parallel Features Aggregation Network;Fractal and Fractional;2024-06-14

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