Entropy and predictability of stock market returns: Information and Entropy Econometrics

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Bibliographic Details
Published in:Journal of econometrics 2002, Vol.107 (1-2), p.291-312
Main Authors: MAASOUMI, Esfandiar, RACINE, Jeff
Format: Article
Language:English
Subjects:
Distribution theory
Exact sciences and technology
Mathematical foundations
Mathematics
Probability and statistics
Sciences and techniques of general use
Statistics
Online Access:Get full text
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ISSN:0304-4076
1872-6895