Generalized AIC method based on higher-order moments and entropy of financial time series
Xu, Shiyun, Shao, Menglin, Qiao, Wenxuan, Shang, PengjianVolume:
505
Language:
english
Journal:
Physica A: Statistical Mechanics and its Applications
DOI:
10.1016/j.physa.2018.04.048
Date:
September, 2018
File:
PDF, 586 KB
english, 2018