Work

Commodity predictability analysis with a permutation information theory approach

Year: 2010

Type: article

Source: Physica A Statistical Mechanics and its Applications

DOI: 10.1016/j.physa.2010.11.020

Authors: Luciano Zunino, Benjamin M. Tabak, Francesco Serinaldi, Massimiliano Zanin, Darío G. Pérez, Osvaldo A. Rosso

Institutions: Consejo Superior de Investigaciones Científicas, Consejo Nacional de Investigaciones Científicas y Técnicas, Institute for Cross-Disciplinary Physics and Complex Systems, Universitat de les Illes Balears, Universidad Nacional de La Plata, Central Bank of Brazil, Universidade Católica de Brasília, Università degli Studi della Tuscia, Universidad Autónoma de Madrid, Pontificia Universidad Católica de Valparaíso, Universidade Federal de Minas Gerais, Universidad de Buenos Aires

Language: English

Topic: Complex Systems and Time Series Analysis

Subfield: Economics and Econometrics

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2006322971

FWCI: 14.34

Cites: 75

Cited by: 89

Related to: 10