Article ID Journal Published Year Pages File Type
7378156 Physica A: Statistical Mechanics and its Applications 2016 4 Pages PDF
Abstract
In this article, we propose a method to analyze the stock market stability based on diffusion entropy, and conduct an empirical analysis of Dow Jones Industrial Average. Empirical results show that this method can reflect the volatility and extreme cases of the stock market.
Keywords
Related Topics
Physical Sciences and Engineering Mathematics Mathematical Physics
Preview
Stock market stability: Diffusion entropy analysis
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