Random Walk Null Models for Time Series Data-Reference-Cited by-同舟云学术

Random Walk Null Models for Time Series Data

Published:2017-11-15 Issue:11 Volume:19 Page:615
ISSN:1099-4300
Container-title:Entropy
language:en
Short-container-title:Entropy

Author:

DeFord Daryl,Moore Katherine

Publisher

MDPI AG

Subject

General Physics and Astronomy

Link

http://www.mdpi.com/1099-4300/19/11/615/pdf

Reference34 articles.

1. Combinatorial detection of determinism in noisy time series

2. Revisiting the European sovereign bonds with a permutation-information-theory approach

3. Characterizing Complexity Changes in Chinese Stock Markets by Permutation Entropy

4. Rapid Evaluation of Permutation Entropy for Financial Volatility Analysis—A NovelHash Function using Feature-Bias Divergencehttps://www.doc.ic.ac.uk/teaching/distinguished-projects/2014/j.lim.pdf

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