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dc.date.accessioned 2021-11-30T12:52:06Z
dc.date.available 2021-11-30T12:52:06Z
dc.date.issued 2010-05
dc.identifier.uri http://sedici.unlp.edu.ar/handle/10915/128854
dc.description.abstract The complexity-entropy causality plane has been recently introduced as a powerful tool for discriminating Gaussian from non-Gaussian process and different degrees of correlations [O.A. Rosso, H.A. Larrondo, M.T. Martín, A. Plastino, M.A. Fuentes, Distinguishing noise from chaos, Phys. Rev. Lett. 99 (2007) 154102]. We propose to use this representation space to distinguish the stage of stock market development. Our empirical results demonstrate that this statistical physics approach is useful, allowing a more refined classification of stock market dynamics. en
dc.format.extent 1891-1901 es
dc.language en es
dc.subject Complexity-entropy causality plane es
dc.subject Bandt and Pompe method es
dc.subject Stock market inefficiency es
dc.title Complexity-entropy causality plane: A useful approach to quantify the stock market inefficiency en
dc.type Articulo es
sedici.identifier.other doi:10.1016/j.physa.2010.01.007 es
sedici.identifier.issn 0378-4371 es
sedici.creator.person Zunino, Luciano José es
sedici.creator.person Zanin, Massimiliano es
sedici.creator.person Tabak, Benjamin M. es
sedici.creator.person Pérez, Darío G. es
sedici.creator.person Rosso, Osvaldo A. es
sedici.subject.materias Ingeniería es
sedici.subject.materias Física es
sedici.description.fulltext true es
mods.originInfo.place Facultad de Ingeniería es
mods.originInfo.place Centro de Investigaciones Ópticas es
sedici.subtype Articulo es
sedici.rights.license Creative Commons Attribution-NonCommercial-ShareAlike 4.0 International (CC BY-NC-SA 4.0)
sedici.rights.uri http://creativecommons.org/licenses/by-nc-sa/4.0/
sedici.description.peerReview peer-review es
sedici.relation.journalTitle Physica A: Statistical Mechanics and its Applications es
sedici.relation.journalVolumeAndIssue vol. 389, no. 9 es


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Creative Commons Attribution-NonCommercial-ShareAlike 4.0 International (CC BY-NC-SA 4.0) Excepto donde se diga explícitamente, este item se publica bajo la siguiente licencia Creative Commons Attribution-NonCommercial-ShareAlike 4.0 International (CC BY-NC-SA 4.0)