Long-Range Dependence in Financial Markets: A Moving Average Cluster Entropy Approach.

Pietro Murialdo Linda Ponta Anna Carbone

Published in: Entropy (2020)

Keyphrases

financial markets
moving average
fractional brownian motion
long range dependence
autoregressive
stock market
stock price
risk management
data mining
network traffic
random fields
non stationary
trading systems
financial time series
co occurrence
management system
pairwise