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A multiscale entropy approach for market efficiency
Alvarez-Ramirez, Jose; Rodríguez Oreggia y Román, Eduardo - In: International review of financial analysis 21 (2012), pp. 64-69
Persistent link: https://www.econbiz.de/10009633350
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Long-term recurrence patterns in the late 2000 economic crisis : evidences from entropy analysis of the Dow Jones index
Alvarez-Ramirez, Jose; Rodriguez, Eduardo - In: Technological forecasting & social change : an … 78 (2011) 8, pp. 1332-1344
Persistent link: https://www.econbiz.de/10009355351
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A singular value decomposition approach for testing the efficiency of Bitcoin and Ethereum markets
Alvarez-Ramirez, Jose; Rodríguez Oreggia y Román, Eduardo - In: Economics letters 206 (2021), pp. 1-5
Persistent link: https://www.econbiz.de/10012886915
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Multiscale entropy analysis of crude oil price dynamics
Martina, Esteban; Rodríguez Oreggia y Román, Eduardo; … - In: Energy economics 33 (2011) 5, pp. 936-947
Persistent link: https://www.econbiz.de/10009382977
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Cyclical behavior of crude oil markets and economic recessions in the period 1986 - 2010
Alvarez-Ramirez, Jose; Rodríguez Oreggia y Román, Eduardo - In: Technological forecasting & social change : an … 79 (2012) 1, pp. 47-58
Persistent link: https://www.econbiz.de/10009508673