Search Results - subject:"Approximate entropy"

Assessing efficiency in prices and trading volumes of cryptocurrencies before and during the COVID‑19 pandemic with fractal, chaos, and randomness : evidence from a large dataset

Lahmiri, Salim - In: Financial innovation : FIN 10 (2024), pp. 1-12

, the correlation dimension (CD), Lyapunov Exponent (LE), and approximate entropy (AE) were estimated before and during the …

Persistent link: https://www.econbiz.de/10014541840

Revisiting the volatility of bitcoin with approximate entropy

In: Cogent Economics & Finance 10 (2022) 1, pp. 1-18

, historically, Bitcoin combines high Standard Deviation and low Approximate Entropy, relative to Gold and S&P 500. Moreover …

Persistent link: https://www.econbiz.de/10015074131

Revisiting the volatility of bitcoin with approximate entropy

Nassim Dehouche - In: Cogent economics & finance 10 (2022) 1, pp. 1-18

, historically, Bitcoin combines high Standard Deviation and low Approximate Entropy, relative to Gold and S&P 500. Moreover …

Persistent link: https://www.econbiz.de/10013464749

Measuring capital market efficiency: Long-term memory, fractal dimension and approximate entropy

Kristoufek, Ladislav; Vosvrda, Miloslav - 2014

We utilize long-term memory, fractal dimension and approximate entropy as input variables for the Efficiency Index …

Persistent link: https://www.econbiz.de/10010398705

Measuring capital market efficiency: Long-term memory, fractal dimension and approximate entropy

Kristoufek, Ladislav; Vosvrda, Miloslav - Institut für Volkswirtschaftslehre, … - 2014

We utilize long-term memory, fractal dimension and approximate entropy as input variables for the Efficiency Index …

Persistent link: https://www.econbiz.de/10010958895

Measuring capital market efficiency : long-term memory, fractal dimension and approximate entropy

Kristoufek, Ladislav; Vošvrda, Miloslav S. - 2014

We utilize long-term memory, fractal dimension and approximate entropy as input variables for the Efficiency Index …

Persistent link: https://www.econbiz.de/10010407497

Study of Speculative Bubbles: The Contribution of Approximate Entropy

Mahmoud, Imen; Naoui, Kamel; Jemmali, Hatem - In: International Journal of Economics and Financial Issues 3 (2013) 3, pp. 683-693

new technique borrowed from statistical physics suggested by Pincus (1991). We use approximate entropy to test the …

Persistent link: https://www.econbiz.de/10010701147

Study of speculative bubbles : the contribution of approximate entropy

Mahmoud, Imen; Naoui, Kamel; Jemmali, Hatem - In: International journal of economics and financial issues … 3 (2013) 3, pp. 683-693

Persistent link: https://www.econbiz.de/10010518968

Applying approximate entropy (ApEn) to speculative bubble in the stock market

Saumitra, Bhaduri - Volkswirtschaftliche Fakultät, … - 2012

Entropy to investigate the presence of speculative bubbles for a cross country sample. Using Approximate Entropy, the article … Japan. The results confirm that there are strong “tale-tell” signs characterized by low Approximate Entropy (ApEn) level …In contrast to the traditional duration dependence test, the paper introduces an order statistic known as Approximate …

Persistent link: https://www.econbiz.de/10011259124