Complexity and uncertainty analysis of financial stock markets based on entropy of scale exponential spectrum

DOI10.1007/s11071-019-05314-wzbMath1431.91386OpenAlexW2982583900WikidataQ115603081 ScholiaQ115603081MaRDI QIDQ2296817

Boyi Zhang, Pengjian Shang

Publication date: 18 February 2020

Published in: Nonlinear Dynamics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11071-019-05314-w

zbMATH Keywords

complexityfinancial time seriesRényi entropyscale exponent

Mathematics Subject Classification ID

Economics of information (91B44) Measures of information, entropy (94A17) Dynamical systems in optimization and economics (37N40) Financial markets (91G15)

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