Entropy and predictability of stock market returns
| Year of publication: |
2002
|
|---|---|
| Authors: | Maasoumi, Esfandiar ; Racine, Jeff |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 107.2002, 1-2, p. 291-312
|
| Publisher: |
Elsevier |