Saumitra, Bhaduri - Volkswirtschaftliche Fakultät, … - 2012
Entropy to investigate the presence of speculative bubbles for a cross country sample. Using Approximate Entropy, the article … Japan. The results confirm that there are strong “tale-tell” signs characterized by low Approximate Entropy (ApEn) level …In contrast to the traditional duration dependence test, the paper introduces an order statistic known as Approximate …