Order patterns, their variation and change points in financial time series and Brownian motion (Q2208381)

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Order patterns, their variation and change points in financial time series and Brownian motion
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    Order patterns, their variation and change points in financial time series and Brownian motion (English)
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    2 November 2020
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    order pattern
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    time series
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    permutation entropy
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    stock data
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    Brownian motion
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