A permutation entropy based test for causality: The volume–stock price relation
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- Gu, Rongbao & Xiong, Wei & Li, Xinjie, 2015. "Does the singular value decomposition entropy have predictive power for stock market? — Evidence from the Shenzhen stock market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 439(C), pages 103-113.
- Wang, Qizhen & Zhu, Yingming & Yang, Liansheng & Mul, Remco A.H., 2017. "Coupling detrended fluctuation analysis of Asian stock markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 471(C), pages 337-350.
- repec:eee:phsmap:v:494:y:2018:i:c:p:389-402 is not listed on IDEAS
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KeywordsCausality test; Permutation entropy; Symbolic dynamics;
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