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Volumn 50, Issue 1-2, 2006, Pages 161-164

An econophysics approach to analyse uncertainty in financial markets: An application to the Portuguese stock market

Author keywords

[No Author keywords available]

Indexed keywords

DATA ACQUISITION; ENTROPY; FINANCE; INFORMATION THEORY; INTERNATIONAL TRADE; PROBABILITY DISTRIBUTIONS; SHAFT DISPLACEMENT;

EID: 33645950451     PISSN: 14346028     EISSN: 14346036     Source Type: Journal    
DOI: 10.1140/epjb/e2006-00113-2     Document Type: Conference Paper
Times cited : (63)

References (23)
  • 11
    • 33645904763 scopus 로고    scopus 로고
    • Entropy and statistical model selection for asset pricing and risk management
    • D. Samperi, Entropy and Statistical Model Selection for Asset Pricing and Risk Management, Working Paper SSRN, http://papers.ssrn.com (1999)
    • (1999) Working Paper SSRN
    • Samperi, D.1
  • 13
    • 0010125967 scopus 로고    scopus 로고
    • Information theoretic regression methods
    • T. Fomby, R. Carter Hill, Advances in Econometrics Jai Press Inc., London
    • E. Soofi, Information Theoretic Regression Methods, T. Fomby, R. Carter Hill, Advances in Econometrics Applying Maximum Entropy to Econometric Problems, Vol. 12 (Jai Press Inc., London, 1997)
    • (1997) Applying Maximum Entropy to Econometric Problems , vol.12
    • Soofi, E.1
  • 19
    • 0002782189 scopus 로고    scopus 로고
    • Predictability
    • edited by A. Procházka, J. Uhlír, P.J.W. Rayner, N.G. Kingsbury (Birkhauser, Boston)
    • G. Darbellay, Predictability, an Information-Theoretic Perspective, Signal Analysis and Prediction, edited by A. Procházka, J. Uhlír, P.J.W. Rayner, N.G. Kingsbury (Birkhauser, Boston, 1998), pp. 249-262
    • (1998) An Information-theoretic Perspective, Signal Analysis and Prediction , pp. 249-262
    • Darbellay, G.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.