Time irreversibility of financial time series based on higher moments and multiscale Kullback–Leibler divergence
Work
Year: 2018
Type: article
Authors Jinyang Li, Pengjian Shang
Institution Beijing Jiaotong University
Cites: 34
Cited by: 10
Related to: 10
FWCI: 2.247
Citation percentile (by year/subfield): 88.88
Subfield: Economics and Econometrics
Domain: Social Sciences
Sustainable Development Goal Peace, justice, and strong institutions
Open Access status: closed