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Approximate Entropy as an
Irregularity
Measure for Financial Data
Pincus, Steve
- In:
Econometric Reviews
27
(
2008
)
4-6
,
pp. 329-362
sequential
irregularity
, towards this goal, via several distinct applications, both empirical data and model-based. We also …
Persistent link: https://www.econbiz.de/10005476137
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