Price predictability at ultra-high frequency: entropy-based randomness test (Q6669783)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7973471
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Price predictability at ultra-high frequency: entropy-based randomness test |
scientific article; zbMATH DE number 7973471 |
Statements
Price predictability at ultra-high frequency: entropy-based randomness test (English)
0 references
22 January 2025
0 references
test for predictability
0 references
ultra-high frequency
0 references
Kullback-Leibler divergence
0 references
empirical frequencies
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.7440981864929199
0 references
0.7288075089454651
0 references
0.7230084538459778
0 references
0.716999888420105
0 references
