Forbidden patterns, permutation entropy and stock market inefficiency

Published 2009 View Full Article

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Title
Forbidden patterns, permutation entropy and stock market inefficiency
Authors
Keywords
-
Journal
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS
Volume 388, Issue 14, Pages 2854-2864
Publisher
Elsevier BV
Online
2009-04-02
DOI
10.1016/j.physa.2009.03.042

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