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Complexity of carbon market from multi-scale entropy analysis
Fan, Xinghua[1]; Li, Shasha[2]; Tian, Lixin[3]
刊名PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS
2016
卷号452页码:79-85
关键词Daily price return Complexity Multi-scale entropy Mean reversion Sample entropy
ISSN号0378-4371
DOIhttp://dx.doi.org/10.1016/j.physa.2016.01.078
URL标识查看原文
收录类别SCI(E) ; EI ; SSCI
WOS记录号WOS:000374078800008
内容类型期刊论文
URI标识http://www.corc.org.cn/handle/1471x/5373910
专题江苏大学
作者单位[1]Center for Energy Development and Environmental Protection Strategy Research, Jiangsu University, Zhenjiang, Jiangsu, China [2]Center for Energy Development and Environmental Protection Strategy Research, Jiangsu University, Zhenjiang, Jiangsu, China [3]Center for Energy Development and Environmental Protection Strategy Research, Jiangsu University, Zhenjiang, Jiangsu, China |School of Mathematical Sciences, Nanjing Normal University, Nanjing, China
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Fan, Xinghua[1],Li, Shasha[2],Tian, Lixin[3]. Complexity of carbon market from multi-scale entropy analysis[J]. PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS,2016,452:79-85.
APA Fan, Xinghua[1],Li, Shasha[2],&Tian, Lixin[3].(2016).Complexity of carbon market from multi-scale entropy analysis.PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS,452,79-85.
MLA Fan, Xinghua[1],et al."Complexity of carbon market from multi-scale entropy analysis".PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS 452(2016):79-85.
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