Libor at crossroads: stochastic switching detection using information theory quantifiers (Q508302)
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scientific article
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| English | Libor at crossroads: stochastic switching detection using information theory quantifiers |
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Libor at crossroads: stochastic switching detection using information theory quantifiers (English)
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10 February 2017
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Libor
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permutation entropy
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permutation statistical complexity
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information theory
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0.8288317918777466
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0.7652513384819031
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0.7395346164703369
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0.7180033922195435
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