Zapart, Christopher A. - In: Physica A: Statistical Mechanics and its Applications 388 (2009) 7, pp. 1157-1172
The paper builds upon an earlier statistical analysis of financial time series with Shannon information entropy, published in [L. Molgedey, W. Ebeling, Local order, entropy and predictability of financial time series, European Physical Journal B—Condensed Matter and Complex Systems 15/4 (2000)...
