Conditional entropy and randomness in financial time series

Mark D. London, Allan K. Evans, Martin J. Turner

Research output: Contribution to journal › Article › peer-review

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@article{16aaf0774ab74d3ebda3a4983d300b52,

title = "Conditional entropy and randomness in financial time series",

author = "London, \{Mark D.\} and Evans, \{Allan K.\} and Turner, \{Martin J.\}",

year = "2001",

month = jul,

doi = "10.1088/1469-7688/1/4/302",

language = "English",

volume = "1",

pages = "414--426",

journal = "Quantitative Finance",

issn = "1469-7696",

publisher = "Taylor \& Francis",

number = "4",

}

TY - JOUR

T1 - Conditional entropy and randomness in financial time series

AU - London, Mark D.

AU - Evans, Allan K.

AU - Turner, Martin J.

PY - 2001/7

Y1 - 2001/7

UR - https://www.scopus.com/pages/publications/85008758939

U2 - 10.1088/1469-7688/1/4/302

DO - 10.1088/1469-7688/1/4/302

M3 - Article

SN - 1469-7696

VL - 1

SP - 414

EP - 426

JO - Quantitative Finance

JF - Quantitative Finance

IS - 4

ER -