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My bibliography Save this paperData manipulation detection via permutation information theory quantifiers
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Cited by:
- Dániel Horváth & Eszter Makay, 2015. "Analysis methodology of interbank reference rates - International trends and the results of the first Hungarian annual statistical analysis for 2014," Financial and Economic Review, Magyar Nemzeti Bank (Central Bank of Hungary), vol. 14(2), pages 62-88.
- Bariviera, Aurelio F. & Martín, María T. & Plastino, Angelo & Vampa, Victoria, 2016.
"LIBOR troubles: Anomalous movements detection based on maximum entropy,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 449(C), pages 401-407.
- Aurelio F. Bariviera & M. T. Martin & A. Plastino & V. Vampa, 2015. "LIBOR troubles: anomalous movements detection based on Maximum Entropy," Papers 1508.04512, arXiv.org.
- Aurelio F. Bariviera & M. Belen Guercio & Lisana B. Martinez & Osvaldo A. Rosso, 2015. "A permutation Information Theory tour through different interest rate maturities: the Libor case," Papers 1509.00217, arXiv.org.
- repec:cbh:journl:v:14:y:2015:i:2:p:62-88 is not listed on IDEAS
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