Pietro Murialdo, Linda Ponta, Anna Carbone. Long-Range Dependence in Financial Markets: A Moving Average Cluster Entropy Approach. Entropy, 22(6):634, 2020. [doi]
@article{MurialdoPC20,
title = {Long-Range Dependence in Financial Markets: A Moving Average Cluster Entropy Approach},
author = {Pietro Murialdo and Linda Ponta and Anna Carbone},
year = {2020},
doi = {10.3390/e22060634},
url = {https://doi.org/10.3390/e22060634},
researchr = {https://researchr.org/publication/MurialdoPC20},
cites = {0},
citedby = {0},
journal = {Entropy},
volume = {22},
number = {6},
pages = {634},
}