Forbidden patterns, permutation entropy and stock market inefficiency

By Luciano Zunino, Massimiliano Zanin, Benjamin Miranda Tabak, D. Pérez, Osvaldo Anibal Rosso. 2009

243 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance, Statistical and Nonlinear Physics

View Paper: https://www.semanticscholar.org/paper/6dc650d85038511c6155785b0f02b76a0ad90d15

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. Luciano Zunino
2. Osvaldo Anibal Rosso
3. F. Serinaldi
4. Aurelio Fernández Bariviera
5. Rafal Weron
6. Jakub Nowotarski

In Finance

1. Osvaldo Anibal Rosso
2. Luciano Zunino
3. F. Serinaldi
4. Vijay P. Singh
5. Aurelio Fernández Bariviera
6. M. Janga Reddy
7. Poulomi Ganguli
8. Shenglian Guo

In Statistical and Nonlinear Physics

1. F. Serinaldi
2. Luciano Zunino
3. Osvaldo Anibal Rosso

Citations in the corpus

• Complexity–entropy analysis of daily stream flow time series in the continental United States (2014, background): “…detecting noise-induced temporal correlations in stochastic resonance phenomena (Rosso and Masoller 2009a, b), characterizing financial time series (Zunino et al. 2009, 2010b, 2011, 2012a), quantifying the randomness of chaotic pseudo-random number generators (De Micco et al. 2009), characterizing…”