Long-Range Dependence in Financial Markets:a Moving Average Cluster Entropy Approach

Long-Range Dependence in Financial Markets:a Moving Average Cluster Entropy Approach

A perspective is taken on the intangible complexity of economic and social systems by investigating the dynamical processes producing, storing and transmitting information in financial time series. An extensive analysis based on the <i>moving average cluster entropy</i> approach has evid...

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Bibliographic Details
Main Authors: Pietro Murialdo, Linda Ponta, Anna Carbone
Format: Article
Language:English
Published: MDPI AG 2020-06-01
Series:Entropy
Subjects:
Cluster-entropy
Shannon-entropy
financial markets
time series
dynamics
Online Access:https://www.mdpi.com/1099-4300/22/6/634

Internet

https://www.mdpi.com/1099-4300/22/6/634

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