Monitoring the informational efficiency of European corporate bond markets with dynamical permutation min-entropy

  1. Zunino, L.
  2. Bariviera, A.F.
  3. Guercio, M.B.
  4. Martinez, L.B.
  5. Rosso, O.A.
Revue:
Physica A: Statistical Mechanics and its Applications

ISSN: 0378-4371

Année de publication: 2016

Volumen: 456

Pages: 1-9

Type: Article

DOI: 10.1016/J.PHYSA.2016.03.007 GOOGLE SCHOLAR