Irregularity, volatility, risk, and financial market time series

Proceedings of the National Academy of Sciences of the United States of America

Volumn 101, Issue 38, 2004, Pages 13709-13714

  Pincus, Steve ^a   Kalman, Rudolf E ^b,c  

^a Swiss Fed Institute of Technology ^*  (United States)

^b ETH ZURICH   (Switzerland)

^c Istituto Asinius Pollio

Author keywords

Approximate entropy; Instability; Random walk; Stock market

Indexed keywords

ARTICLE; ECONOMIC ASPECT; ENTROPY; FINANCIAL MANAGEMENT; MATHEMATICAL MODEL; PRIORITY JOURNAL; STOCK ASSESSMENT;

EID: 4644258411     PISSN: 00278424     EISSN: None     Source Type: Journal    
DOI: 10.1073/pnas.0405168101     Document Type: Article

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