Multivariate multiscale entropy of financial markets (Q2007428)
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scientific article; zbMATH DE number 7261218
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Multivariate multiscale entropy of financial markets |
scientific article; zbMATH DE number 7261218 |
Statements
Multivariate multiscale entropy of financial markets (English)
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14 October 2020
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multivariate multiscale entropy analysis
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nonlinear complexity behavior
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globe stock market
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multivariate volatility series
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shuffled multivariate return
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0.8348336219787598
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0.8252922892570496
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0.8187294602394104
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0.8173545002937317
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