Entropy and predictability of stock market returns
Year of publication: |
2002
|
---|---|
Authors: | Maasoumi, Esfandiar ; Racine, Jeffrey |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 107.2002, 1/2, p. 291-312
|
Subject: | Entropie | Entropy | Kapitaleinkommen | Capital income | Neuronale Netze | Neural networks | Prognoseverfahren | Forecasting model | Theorie | Theory | USA | United States |
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