Analysis of the dispersion Havrda-Charvat entropy plane in financial time series (Q6537566)
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scientific article; zbMATH DE number 7847251
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| English | Analysis of the dispersion Havrda-Charvat entropy plane in financial time series |
scientific article; zbMATH DE number 7847251 |
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Analysis of the dispersion Havrda-Charvat entropy plane in financial time series (English)
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14 May 2024
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Havrda-Charvat entropy
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statistical complexity measure
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Jensen-Shannon divergence
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chaotic processes
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fractional Brownian motion
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stock market
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