Time irreversibility of financial time series based on higher moments and multiscale Kullback-Leibler divergence (Q2149128)
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scientific article; zbMATH DE number 7549567
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| English | Time irreversibility of financial time series based on higher moments and multiscale Kullback-Leibler divergence |
scientific article; zbMATH DE number 7549567 |
Statements
Time irreversibility of financial time series based on higher moments and multiscale Kullback-Leibler divergence (English)
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28 June 2022
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irreversibility
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financial time series
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high moments
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multiscale Kullback-Leibler divergence
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