Pages that link to "Item:Q1858946"

The following pages link to Entropy and predictability of stock market returns. (Q1858946):

Displaying 32 items.

• Optimal statistical decisions about some alternative financial models (Q276923) (← links)
• A versatile and robust metric entropy test of time-reversibility, and other hypotheses (Q280218) (← links)
• Testing serial independence via density-based measures of divergence (Q479175) (← links)
• The role of orthogonal polynomials in adjusting hyperpolic secant and logistic distributions to analyse financial asset returns (Q894875) (← links)
• Entropy measure of credit risk in highly correlated markets (Q1620628) (← links)
• Operational risk aggregation based on business line dependence: a mutual information approach (Q1726050) (← links)
• Structural changes in large economic datasets: a nonparametric homogeneity test (Q1730159) (← links)
• Competitive conditions and sectors' productive efficiency: a conditional non-parametric frontier analysis (Q1734362) (← links)
• On the recovery of joint distributions from limited information (Q1858943) (← links)
• Chaoticity versus stochasticity in financial markets: are daily S\&P 500 return dynamics chaotic? (Q2076249) (← links)
• Safe marginal time of crude oil price via escape problem of econophysics (Q2120432) (← links)
• Fractal structure in the S\&P500: a correlation-based threshold network approach (Q2120707) (← links)
• Modeling the predictive power of the singular value decomposition-based entropy. Empirical evidence from the Dow Jones Global Titans 50 index (Q2163662) (← links)
• Complexity analysis of time series based on generalized fractional order cumulative residual distribution entropy (Q2164532) (← links)
• Gram-Charlier-like expansions of the convoluted hyperbolic-secant density (Q2301231) (← links)
• \(L_{1}\) pattern matching lower bound (Q2380062) (← links)
• Entropy-based independence test (Q2432369) (← links)
• The Multi-Objective Alternative Assets Investment Optimization Model on Sovereign Wealth Funds Based on Risk Control (Q3112561) (← links)
• Efficient factor GARCH models and factor-DCC models (Q3182650) (← links)
• Economic Reform, Growth and Convergence in China (Q3499432) (← links)
• A (ECONOPHYSICS) NOTE ON VOLATILITY IN EXCHANGE RATE TIME SERIES (Q3545706) (← links)
• Nonparametric Entropy-Based Tests of Independence Between Stochastic Processes (Q3564822) (← links)
• Forecasting Stock Returns: Does Switching Between Models Help? (Q4561864) (← links)
• The correlation dimension of returns with stochastic volatility (Q4647595) (← links)
• A Dependence Metric for Possibly Nonlinear Processes (Q4677035) (← links)
• A simple robust asset pricing model under statistical ambiguity (Q5079377) (← links)
• Reconstructing nonlinear structure in regression residuals (Q5128582) (← links)
• Financial portfolios based on Tsallis relative entropy as the risk measure (Q5131513) (← links)
• Comparing weighting systems in the measurement of subjective well-being (Q5148624) (← links)
• A multifactor transformed diffusion model with applications to VIX and VIX futures (Q5860975) (← links)
• An efficient integrated nonparametric entropy estimator of serial dependence (Q5864646) (← links)
• The Hellinger Correlation (Q5885090) (← links)