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Stock market timing with entropy
Efremidze, Levan; Stanley, Darrol J.; Kinsman, Michael D. - In: The journal of wealth management 18 (2015/16) 3, pp. 57-67
Persistent link: https://www.econbiz.de/10011398072
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Using VIX entropy indicators for style rotation timing
Efremidze, Levan; DiLellio, James A.; Stanley, Darrol J. - In: The journal of investing 23 (2014) 3, pp. 130-143
Persistent link: https://www.econbiz.de/10011313871
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Entropy risk factor model of exchange rate prediction
Stanley, Darrol J.; Efremidze, Levan; Rossouw, Jannie - In: International journal of financial research 8 (2017) 3, pp. 51-56
Persistent link: https://www.econbiz.de/10011779652
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Entropy trading strategies reveal inefficiencies in Japanese stock market
Efremidze, Levan; Stanley, Darrol J.; Kownatzki, Clemens - In: International review of economics & finance : IREF 75 (2021), pp. 464-477
Persistent link: https://www.econbiz.de/10012692791