Forbidden patterns, permutation entropy and stock market inefficiency - Concepedia

Concepedia

Publication | Open Access

Forbidden patterns, permutation entropy and stock market inefficiency

DOI Full Paper Access

244

Citations

48

References

2009

Year

Luciano Zunino, Massimiliano Zanin, Benjamin Miranda Tabak, Darı́o G. Pérez, Osvaldo A. Rosso

Physica A Statistical Mechanics and its Applications

Market MicrostructureEconomicsHigh-frequency TradingEntropyBusinessEconomic AnalysisFinancial EngineeringForbidden PatternsFinanceHigh-frequency Financial Econometrics

References

	Year	Citations

Page 1