Analysis of financial time series using discrete generalized past entropy based on oscillation-based grain exponent.

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Bibliographic Details
Title: Analysis of financial time series using discrete generalized past entropy based on oscillation-based grain exponent.
Authors: Gao, Jing1 (AUTHOR) 18121633@bjtu.edu.cn, Shang, Pengjian1 (AUTHOR)
Source: Nonlinear Dynamics. Oct2019, Vol. 98 Issue 2, p1403-1420. 18p.
Database: Mathematics Source
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Description
ISSN:0924090X
DOI:10.1007/s11071-019-05274-1