Repositorio Institucional de la Universidad de Oviedo

A (econophysics) note on volatility in exchange rate time series. Entropy as a ranking criterion

Author:

Matesanz Gómez, David; Ortega, Guillermo J.

Publication date:

2008

Publisher version:

http://dx.doi.org/10.1142/S0129183108012789

Citación:

International Journal of Modern Physics C, 19(7), p. 1095-1103 (2008); doi:10.1142/S0129183108012789

Descripción física:

p. 1095-1103

URI:

http://hdl.handle.net/10651/9581

ISSN:

0129-1831

Identificador local:

2596

DOI:

10.1142/S0129183108012789