Universidade Federal de Alagoas-ko ikertzaileekin lankidetzan egindako argitalpenak (10)

2019

  1. An information theory perspective on the informational efficiency of gold price

    North American Journal of Economics and Finance, Vol. 50

2018

  1. An analysis of high-frequency cryptocurrencies prices dynamics using permutation-information-theory quantifiers

    Chaos, Vol. 28, Núm. 7

2017

  1. A simple and fast representation space for classifying complex time series

    Physics Letters, Section A: General, Atomic and Solid State Physics, Vol. 381, Núm. 11, pp. 1021-1028

2016

  1. Libor at crossroads: Stochastic switching detection using information theory quantifiers

    Chaos, Solitons and Fractals, Vol. 88, pp. 172-182

  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

2015

  1. A permutation information theory tour through different interest rate maturities: The Libor case

    Philosophical Transactions of the Royal Society A: Mathematical, Physical and Engineering Sciences, Vol. 373, Núm. 2056

  2. The (in)visible hand in the Libor market: an information theory approach

    European Physical Journal B, Vol. 88, Núm. 8

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

2012

  1. On the efficiency of sovereign bond markets

    Physica A: Statistical Mechanics and its Applications, Vol. 391, Núm. 18, pp. 4342-4349