Extracting features of Gaussian self-similar stochastic processes via the Bandt-Pompe approach
- Creator: Rosso, O. A. , Zunino, L. , Perez, D. G. , Figliola, A. , Larrondo, H. A. , Garavaglia, M. , Martin, M. T. , Plastino, A.
- Resource Type: journal article
- Date: 2007
A multifractal approach for stock market inefficiency
- Creator: Zunino, L. , Tabak, B. M. , Figliola, A. , Perez, D. G. , Garavaglia, M. , Rosso, O. A.
- Resource Type: journal article
- Date: 2008
Fractional Brownian motion, fractional Gaussian noise, and Tsallis permutation entropy
- Creator: Zunino, L. , Perez, D. G. , Kowalski, A. , Martin, M. T. , Garavaglia, M. , Plastino, A. , Rosso, O. A.
- Resource Type: journal article
- Date: 2008
Inefficiency in Latin-American market indices
- Creator: Zunino, L. , Tabak, B. M. , Perez, D. G. , Garavaglia, M. , Rosso, O. A.
- Resource Type: journal article
- Date: 2007
Permutation entropy of fractional Brownian motion and fractional Gaussian noise
- Creator: Zunino, L. , Perez, D. G. , Martin, M. T. , Garavaglia, M. , Plastino, A. , Rosso, O. A.
- Resource Type: journal article
- Date: 2008