Multivariate multiscale distribution entropy of financial time series
Authors:
- Yali ZhangYZYali Zhang
- Pengjian ShangPSPengjian Shang
- 1 February 2019
- journal article
- research article
- Published by Elsevier in Physica A: Statistical Mechanics and its Applications
- Vol. 515, 72-80
Abstract
No abstract availableKeywords
Funding Information
- Fundamental Research Funds for the Central Universities, PR China (2017YJS199)
- China National Science (61771035, 61371130)
- Beijing National Science, PR China (4162047)
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