Complexity-entropy causality plane: A useful approach to quantify the stock market inefficiency

The complexity-entropy causality plane has been recently introduced as a powerful tool for discriminating Gaussian from non-Gaussian process and different degrees of correlations [O.A. Rosso, H.A. Larrondo, M.T. Martín, A. Plastino, M.A. Fuentes, Distinguishing noise from chaos, Phys. Rev. Lett. 99...

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Detalles Bibliográficos
Publicado:	2010
Materias:	Bandt and Pompe method Complexity-entropy causality plane Stock market inefficiency Empirical results Gaussians Method complexity Non-Gaussian process Representation space Statistical physics Stock market Stock market dynamics Entropy Finance Gaussian noise (electronic) Commerce
Acceso en línea:	https://bibliotecadigital.exactas.uba.ar/collection/paper/document/paper_03784371_v389_n9_p1891_Zunino http://hdl.handle.net/20.500.12110/paper_03784371_v389_n9_p1891_Zunino
Aporte de:	Biblioteca Digital - Facultad de Ciencias Exactas y Naturales (UBA) de Universidad de Buenos Aires

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