| bibtype |
J -
Journal Article
|
| ARLID |
0410488 |
| utime |
20240103182217.7 |
| mtime |
20060210235959.9 |
| title
(primary) (eng) |
The entropy as a tool for analysing statistical dependences in financial time series |
| specification |
|
| serial |
| ARLID |
cav_un_epca*0257423 |
| ISSN |
0378-4371 |
| title
|
Physica. A : Statistical Mechanics and its Applications |
| volume_id |
287 |
| page_num |
429-439 |
| publisher |
|
|
| author
(primary) |
| ARLID |
cav_un_auth*0101078 |
| name1 |
Darbellay |
| name2 |
Georges A. |
| institution |
UTIA-B |
| fullinstit |
Ústav teorie informace a automatizace AV ČR, v. v. i. |
|
| author
|
| ARLID |
cav_un_auth*0212721 |
| name1 |
Wuertz |
| name2 |
D. |
| country |
CH |
|
| COSATI |
09J |
| cas_special |
| project |
| project_id |
KSK1075601 |
| agency |
GA AV |
| country |
CZ |
| ARLID |
cav_un_auth*0027435 |
|
| research |
AV0Z1075907 |
| abstract
(eng) |
Using a novel algorithm for the estimation of the mutual information from data, we analyse several financial time series and demonstrate the usefulness of this new approach. |
| RIV |
BD |
| department |
SI |
| permalink |
http://hdl.handle.net/11104/0130577 |
| ID_orig |
UTIA-B 20000204 |
| arlyear |
2000 |
| mrcbU63 |
cav_un_epca*0257423 Physica. A : Statistical Mechanics and its Applications 0378-4371 1873-2119 Roč. 287 - 2000 429 439 Elsevier |
|