Nonlinear Dynamics · 2012 · 80 citations · 23 references
BusinessEconomicsFinanceFinancial EconomicsFinancial MarketsTime Series AnalysisCapital MarketsEntropyEquity MarketsStock MarketsVolatility ModelingCorrelation DynamicsCross EntropyCross-section Of Asset Returns
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Measuring Information Transfer
Thomas Schreiber · Physical Review Letters · 2000 · 4.5K citations · Full text
Scaling behaviour in the dynamics of an economic index
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