Analysis of the dispersion Havrda-Charvat entropy plane in financial time series
DOI10.1142/S0218127422502340zbMATH Open1539.91125MaRDI QIDQ6537566FDOQ6537566
Authors: Zhuo Wang, Pengjian Shang 
Publication date: 14 May 2024
Published in: International Journal of Bifurcation and Chaos in Applied Sciences and Engineering (Search for Journal in Brave)
Jensen-Shannon divergencefractional Brownian motionstock marketHavrda-Charvat entropychaotic processesstatistical complexity measure
Applications of statistics to actuarial sciences and financial mathematics (62P05) Economic time series analysis (91B84) Fractional processes, including fractional Brownian motion (60G22) Financial markets (91G15)
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