Information and hierarchical structure in financial markets

• 1 September 1999
• journal article
• Published by Elsevier in Computer Physics Communications
• Vol. 121-122, 153-156
• https://doi.org/10.1016/s0010-4655(99)00302-1

Abstract

Keywords

• INFORMATION CONTENT
• TIME SERIES
• DISTANCE MATRIX
• FINANCIAL MARKET