Measuring the complexity of securities’ time series in VN30 index: A permutation entropy approach
The paper applies the Bandt and Pompe (2002) method to measure the complexity of daily close price and daily return of VN30’s stocks during the period from January 2000 to August 2018. The fact that normalized permutation entropy of daily close price series is quite far from 1 implies the stocks’ cl...
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| Format: | Article |
| Language: | Vietnamese |
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TẠP CHÍ KHOA HỌC ĐẠI HỌC MỞ THÀNH PHỐ HỒ CHÍ MINH
2020-06-01
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| Series: | Tạp chí Khoa học Đại học Mở Thành phố Hồ Chí Minh - Kinh tế và Quản trị kinh doanh |
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| Online Access: | https://journalofscience.ou.edu.vn/index.php/econ-vi/article/view/493 |