Approximate entropy as an irregularity measure for financial data

Econometric Reviews

Volumn 27, Issue 4-6, 2008, Pages 329-362

  Pincus, Steve ^a  

^a NONE   (United States)

Author keywords

Approximate entropy; Asynchrony; Complexity; Irregularity

Indexed keywords

EID: 45849086964     PISSN: 07474938     EISSN: 15324168     Source Type: Journal    
DOI: 10.1080/07474930801959750     Document Type: Article

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