Foreign exchange rate entropy evolution during financial crises
作者： Darko Stosic , Dusan Stosic , Teresa Ludermir , Wilson de Oliveira , Tatijana Stosic
DOI: 10.1016/J.PHYSA.2015.12.124
关键词:
摘要: … entropy method is applied to daily logarithmic returns of 18 foreign exchange rates. We find that financial crises are associated with high entropy … During periods of crises, bubbles are …
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