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Time series analysis
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ECONIS (ZBW)
58
RePEc
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1
An
entropy
based analysis of the relationship between the DOW JONES Index and the TRNA sentiment series
Allen, David E.
;
McAleer, Michael
;
Singh, Abhay K
-
2016
the stock prices of these companies using
entropy
measures. The
entropy
and Mutual Information (MI) statistics permit an …
Persistent link: https://www.econbiz.de/10011456716
Saved in:
2
An
entropy
-based analysis of the relationship between the DOW JONES Index and the TRNA Sentiment series
Allen, David E.
;
McAleer, Michael
;
Singh, Abhay Kumar
- In:
Applied economics
49
(
2017
)
7
,
pp. 677-692
Persistent link: https://www.econbiz.de/10011810876
Saved in:
3
Time series:
entropy
and informational energy
Mateescu, George Daniel
-
2022
Persistent link: https://www.econbiz.de/10013489493
Saved in:
4
A large deviation approach to the measurement of mobility
Aebi, Robert
;
Neusser, Klaus
;
Steiner, Peter
- In:
Swiss journal of economics and statistics
142
(
2006
)
2
,
pp. 195-222
Persistent link: https://www.econbiz.de/10003333295
Saved in:
5
A robust
entropy
-based test of asymmetry for discrete and continuous processes
Maasoumi, Esfandiar
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003811473
Saved in:
6
Symbolic shadowing and the computation of
entropy
for observed time series
Mendes, Diana A.
;
Mendes, Vivaldo M.
;
Feirreira, Nuno
; …
- In:
Econophysics approaches to large-scale business data …
,
(pp. 227-246)
.
2010
Persistent link: https://www.econbiz.de/10008701516
Saved in:
7
Adopt the euro? : The GME approach
Ferreira, Paulo
;
Dionísio, Andreia
;
Pires, Cesaltina …
- In:
Journal of economic interaction and coordination : JEIC
5
(
2010
)
2
,
pp. 231-247
Persistent link: https://www.econbiz.de/10008822680
Saved in:
8
Dealing with spatiotemporal heterogeneity : the generalized BME model
Yu, Hwa-lung
;
Christakos, George
;
Bogaert, Patrick
- In:
Progress in spatial analysis : methods and applications
,
(pp. 75-91)
.
2010
Persistent link: https://www.econbiz.de/10003927387
Saved in:
9
Maximum
entropy
models for time-varying moments applied to daily financial returns
Herrmann, Klaus
-
2011
Persistent link: https://www.econbiz.de/10009008742
Saved in:
10
Comment on : A new test for chaos and determinism based on symbolic dynamics
Elsinger, Helmut
- In:
Journal of economic behavior & organization : JEBO
91
(
2013
),
pp. 131-138
Persistent link: https://www.econbiz.de/10009772968
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