Credit market jitters in the course of the financial crisis: a permutation entropy approach in measuring informational efficiency in financial assets (Q2150358): Difference between revisions
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| Property / full work available at URL: https://doi.org/10.1016/j.physa.2018.02.005 / rank | |||
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| Property / OpenAlex ID: W2789737834 / rank | |||
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| Property / cites work: Long-term dependence in stock returns / rank | |||
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| Property / cites work: Characterization of time dynamical evolution of electroencephalographic epileptic records / rank | |||
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| Property / cites work: Permutation entropy and its main biomedical and econophysics applications: a review / rank | |||
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Latest revision as of 11:00, 29 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Credit market jitters in the course of the financial crisis: a permutation entropy approach in measuring informational efficiency in financial assets |
scientific article |
Statements
Credit market jitters in the course of the financial crisis: a permutation entropy approach in measuring informational efficiency in financial assets (English)
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27 June 2022
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permutation entropy
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financial crisis
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financial markets
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informational efficiency
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