Quantifying the Multiscale Predictability of Financial Time Series by an Information-Theoretic Approach

Xiaojun Zhao, Chenxu Liang, Na Zhang, Pengjian Shang. Quantifying the Multiscale Predictability of Financial Time Series by an Information-Theoretic Approach. Entropy, 21(7):684, 2019. [doi]

Abstract

Abstract is missing.