Oh, Gabjin; Kim, Ho-yong; Ahn, Seok-Won; Kwak, Wooseop - In: Physica A: Statistical Mechanics and its Applications 419 (2015) C, pp. 464-469
financial crisis is not sufficient. In this paper, we analyze the entropy density function in the return time series for several … a regular pattern in the return time series during the financial crisis. …