Curato, G., Lillo, F. (2014). Multiscale model selection for high-frequency financial data of a large tick stock by means of the Jensen-Shannon metric. ENTROPY, 16, 567-581 [10.3390/e16010567].

Multiscale model selection for high-frequency financial data of a large tick stock by means of the Jensen-Shannon metric

LILLO, Fabrizio
2014-01-01

2014
Curato, G., Lillo, F. (2014). Multiscale model selection for high-frequency financial data of a large tick stock by means of the Jensen-Shannon metric. ENTROPY, 16, 567-581 [10.3390/e16010567].
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/10447/93266
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