Work

Maximum entropy estimator for the predictability of energy commodity market time series

Year: 2014

Type: preprint

Source: RePEc: Research Papers in Economics

Authors: Francesco Benedetto, Gaetano Giunta, Loretta Mastroeni

Institution: Roma Tre University

Language: English

Topic: Complex Systems and Time Series Analysis

Subfield: Economics and Econometrics

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2237753758

Cites: 21

Cited by:

Related to: 10