Local order, entropy and predictability of financial time series

European Physical Journal B

Volumn 15, Issue 4, 2000, Pages 733-737

  Molgedey, L ^a   Ebeling, W ^a  

^a HUMBOLDT UNIVERSITY   (Germany)

Author keywords

02.50.Ey Stochastic processes; 05.45.Tp Time series analysis; 65.50.+m Thermodynamic properties and entropy

Indexed keywords

EID: 0000628407     PISSN: 14346028     EISSN: None     Source Type: Journal    
DOI: 10.1007/s100510051178     Document Type: Article

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