42 citations · 80 across the 7 of their papers we have counts for
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q-fin.ST2019
Q-Gaussian diffusion in stock markets
Alonso-Marroquin Fernando, Arias-Calluari Karina, Harre Michael +2
We analyze the Standard & Poor's 500 stock market index from the last 22 years. The probability density function of price returns exhibits two well-distinguished regimes with self-…
q-fin.ST2018★ 12 cited
Entropy and Transfer Entropy: The Dow Jones and the build up to the 1997 Asian Crisis
Michael S. Harre
Entropy measures in their various incarnations play an important role in the study of stochastic time series providing important insights into both the correlative and the causativ…