SHTERNSHIS, Andrey
SHTERNSHIS, Andrey
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Efficiency of the Moscow Stock Exchange before 2022
2022 Shternshis, Andrey; Mazzarisi, Piero; Marmi, Stefano
Measuring market efficiency : the Shannon entropy of high-frequency financial time series
2022 Shternshis, Andrey; Mazzarisi, Piero; Marmi, Stefano
Price predictability at ultra-high frequency: Entropy-based randomness test
In corso di stampa Shternshis, Andrey; Marmi, Stefano
Shannon entropy and high frequency financial time series
2023 Shternshis, Andrey
Variance of entropy for testing time-varying regimes with an application to meme stocks
2022 Shternshis, Andrey; Mazzarisi, Piero
| Titolo | Data di pubblicazione | Autori | Tipo | File |
|---|---|---|---|---|
| Efficiency of the Moscow Stock Exchange before 2022 | 2022 | Andrey ShternshisPiero MazzarisiStefano Marmi | 1.1 Articolo in rivista | |
| Measuring market efficiency : the Shannon entropy of high-frequency financial time series | 2022 | Shternshis, AndreyMazzarisi, PieroMarmi, Stefano | 1.1 Articolo in rivista | |
| Price predictability at ultra-high frequency: Entropy-based randomness test | In corso di stampa | Andrey ShternshisStefano Marmi | 1.1 Articolo in rivista | |
| Shannon entropy and high frequency financial time series | 2023 | SHTERNSHIS, Andrey | 9.1 Tesi PhD | |
| Variance of entropy for testing time-varying regimes with an application to meme stocks | 2022 | Andrey ShternshisPiero Mazzarisi | 1.1 Articolo in rivista |