Entropy and predictability of stock market returns. (Q1858946): Difference between revisions

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+TESTING SERIAL INDEPENDENCE USING THE SAMPLE DISTRIBUTION FUNCTION
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+Ordering univariate distributions by entropy and variance
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+Measurement of Linear Dependence and Feedback Between Multiple Time Series
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+A Dependence Metric for Possibly Nonlinear Processes
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+Relative Entropy Measures of Multivariate Dependence
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+A compendium to information theory in economics and econometrics
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+Consistent Nonparametric Entropy-Based Testing
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