Credit market jitters in the course of the financial crisis: a permutation entropy approach in measuring informational efficiency in financial assets

DOI10.1016/j.physa.2018.02.005OpenAlexW2789737834MaRDI QIDQ2150358

Fotios Siokis

Publication date: 27 June 2022

Published in: Physica A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.physa.2018.02.005

zbMATH Keywords

financial marketsfinancial crisisinformational efficiencypermutation entropy

Mathematics Subject Classification ID

Statistical mechanics, structure of matter (82-XX)

Cites Work

• Permutation entropy and its main biomedical and econophysics applications: a review
• Long-term dependence in stock returns
• Characterization of time dynamical evolution of electroencephalographic epileptic records

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