Zunino, Luciano; Tabak, Benjamin M.; Serinaldi, Francesco; … - In: Physica A: Statistical Mechanics and its Applications 390 (2011) 5, pp. 876-890
in commodity markets by using a novel approach derived from Information Theory. The complexity–entropy causality plane … [L. Zunino, M. Zanin, B.M. Tabak, D.G. Pérez, O.A. Rosso, Complexity–entropy causality plane: a useful approach to … statistical complexity of twenty basic commodity future markets over a period of around 20 years (1991.01.02–2009.09.01), we can …