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Volumn 1, Issue 4, 2001, Pages 414-426

Conditional entropy and randomness in financial time series

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EID: 85008758939     PISSN: 14697688     EISSN: 14697696     Source Type: Journal    
DOI: 10.1088/1469-7688/1/4/302     Document Type: Article
Times cited : (4)

References (15)
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    • Herd behaviour and aggregate fluctuations in financial markets
    • Cont R and Bouchaud J-P 2000 Herd behaviour and aggregate fluctuations in financial markets J. Macroeconomic Dynamics 4 2000
    • (2000) J. Macroeconomic Dynamics , vol.4 , pp. 2000
    • Cont, R.1    Bouchaud, J.-P.2
  • 5
    • 0000296278 scopus 로고    scopus 로고
    • Universal features in growth dynamics of complex organisations Phys
    • Lee Y, Nunes Amaral L A, Canning D, Meyer M and Stanley H E 1998 Universal features in growth dynamics of complex organisations Phys. Rev. Lett. 81 3275–8
    • (1998) Rev. Lett , vol.81 , pp. 3275-3278
    • Lee, Y.1    Nunes Amaral, L.A.2    Canning, D.3    Meyer, M.4    Stanley, H.E.5
  • 11
  • 13
    • 33748848380 scopus 로고    scopus 로고
    • Stock market crashes, precursors and replicas
    • Sornette D, Johansen A and Bouchaud J-P 1996 Stock market crashes, precursors and replicas J. Physics I 6 167–75
    • (1996) J. Physics , vol.1 , Issue.6 , pp. 167-175
    • Sornette, D.1    Johansen, A.2    Bouchaud, J.-P.3


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.