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]
@article{ZhaoLZS19-0,
title = {Quantifying the Multiscale Predictability of Financial Time Series by an Information-Theoretic Approach},
author = {Xiaojun Zhao and Chenxu Liang and Na Zhang and Pengjian Shang},
year = {2019},
doi = {10.3390/e21070684},
url = {https://doi.org/10.3390/e21070684},
researchr = {https://researchr.org/publication/ZhaoLZS19-0},
cites = {0},
citedby = {0},
journal = {Entropy},
volume = {21},
number = {7},
pages = {684},
}