Characterizing Complexity Changes in Chinese Stock Markets by Permutation Entropy

Abstract

Financial time series analyses have played an important role in developing some of the fundamental economic theories. However, many of the published analyses of financial time series focus on long-term average behavior of a market, and thus shed little light on the temporal evolution of a market, which from time to time may be interrupted by stock crashes… (More)
DOI: 10.3390/e19100514

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