Urbanowicz, Krzysztof; Hołyst, Janusz A. - In: Physica A: Statistical Mechanics and its Applications 344 (2004) 1, pp. 284-288
Using a recently developed method of noise level estimation that makes use of properties of the coarse-grained entropy, we have analyzed the noise level for the Dow Jones index and a few stocks from the New York Stock Exchange. We have found that the noise level ranges from 40% to 80% of the...
