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Modified generalized multiscale sample entropy and surrogate data analysis for financial time series

Financial Time SeriesAsset PricingData ScienceEngineeringFinancial Time Series AnalysisBusinessSurrogate Data AnalysisMultiscale Sample EntropyFinancial EngineeringData SurrogateFunctional Data AnalysisStatisticsFinanceHigh-frequency Financial EconometricsFinancial Mathematics