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A generalized information theoretical approach to non-linear time series model
Songsak Sriboonchitta, (2017)
Information flow and pricing errors : a unified approach to estimation and testing
George, Thomas J., (2001)
Price discovery in the treasury futures market
Brandt, Michael W., (2007)
Information theoretic regression methods : dedicated to the memory of Solomon Kullback 1907 - 1994
Soofi, Ehsan S., (1997)
Ranking Forecasts by Stochastic Error Distance, Information and Reliability Measures
Ardakani, Omid M., (2018)
Information Measures for Nonparametric Kernel Estimation
Beheshti, Neshat, (2015)