Publicaciones en colaboración con investigadores/as de Consejo Nacional de Investigaciones Científicas y Técnicas (19)

2016

  1. LIBOR troubles: Anomalous movements detection based on maximum entropy

    Physica A: Statistical Mechanics and its Applications, Vol. 449, pp. 401-407

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

    Physica A: Statistical Mechanics and its Applications, Vol. 456, pp. 1-9

2013

  1. Efficiency and credit ratings: A permutation-information-theory analysis

    Journal of Statistical Mechanics: Theory and Experiment, Vol. 2013, Núm. 8

  2. Revisiting the european sovereign bonds with a permutationinformation- Theory

    European Physical Journal B, Vol. 86, Núm. 12