Approximate Entropy as an Irregularity Measure for Financial Data
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Publication:3518451
DOI10.1080/07474930801959750zbMATH Open1482.62109OpenAlexW2047785368MaRDI QIDQ3518451FDOQ3518451
Authors: Steve Pincus 
Publication date: 8 August 2008
Published in: Econometric Reviews (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07474930801959750
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Cited In (9)
- Measuring system regularity using fuzzy similarity-based approximate entropy
- Modelling the nonlinear time dynamics of multidimensional hormonal systems
- Financial time series analysis using Total-CApEn and Avg-CApEn with cumulative histogram matrix
- High frequency trading and stock index returns: a nonlinear dynamic analysis
- Information Theoretic and Entropy Methods: An Overview
- Theory and applications of financial chaos index
- AN ENTROPY BASED IN WAVELET LEADERS TO QUANTIFY THE LOCAL REGULARITY OF A SIGNAL AND ITS APPLICATION TO ANALIZE THE DOW JONES INDEX
- Irregularity, volatility, risk, and financial market time series
- Compositional segmentation of time series in the financial markets
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