most citedEntropy of financial time series due to the shock of war

23 citations · 23 across the 1 of their papers we have counts for

collaborators

1 paper

q-fin.ST2023★ 23 cited

Entropy of financial time series due to the shock of war

Ewa A. Drzazga-Szczȩśniak, Piotr Szczepanik, Adam Z. Kaczmarek +1

The concept of entropy is not uniquely relevant to the statistical mechanics but among others it can play pivotal role in the analysis of a time series, particularly the stock mark…