Cumulative Tsallis entropy based on multi-scale permuted distribution of financial time series
Zhang, Yali, Shang, Pengjian, He, Jiayi, Xiong, HuiVolume:
548
Journal:
Physica A: Statistical Mechanics and its Applications
DOI:
10.1016/j.physa.2020.124388
Date:
June, 2020
File:
PDF, 679 KB
2020