Windows of predictability in financial markets: a Shannon entropy approach

DOI10.1685/JOURNAL.CAIM.385MaRDI QIDQ3456372zbMATH OpenOpenAlexFDO

Authors Leon Zingales

Publication date 14 December 2015

Full work available at URL http://caim.simai.eu/index.php/caim/article/view/385/pdf

zbMATH Keywords

chaotic behaviorfinancial marketsShannon entropy

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70)

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