Monitoring the informational efficiency of European corporate bond markets with dynamical permutation min-entropy
- Zunino, L.
- Bariviera, A.F.
- Guercio, M.B.
- Martinez, L.B.
- Rosso, O.A.
Journal:
Physica A: Statistical Mechanics and its Applications
ISSN: 0378-4371
Year of publication: 2016
Volume: 456
Pages: 1-9
Type: Article