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Forbidden patterns, permutation entropy and stock market inefficiency

✍ Scribed by Luciano Zunino; Massimiliano Zanin; Benjamin M. Tabak; Darío G. Pérez; Osvaldo A. Rosso

Publisher: Elsevier Science
Year: 2009
Tongue: English
Weight: 547 KB
Volume: 388
Category: Article
ISSN: 0378-4371
DOI: 10.1016/j.physa.2009.03.042

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