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Title: Is the Iberian electricity market chaotic? Characterization and prediction with nonlinear methodsLanguage: InglésRepository: 73Subject: Mercados de electricidade / Expoentes de lyapunov / Entropia / Dimensão de correlação / Teste BDS / Teste surrogate data / Previsão de carga de electricidade / Previsão de preços de electricidade / Electricity markets / Lyapunov exponents / Entropy / Correlation dimension / BDS test / Surrogate data test / Power demand forecasting / Electricity price forecasting
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Title: Long memory and volatility clustering: is the empirical evidence consistent across stock markets?Author: Bentes, S. R. / Menezes, R. / Mendes, D. A.Language: InglésRepository: 73Subject: Long memory / Volatility clustering / ARCH type models / Nonlinear dynamics / Entropy
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Title: An entropy-based approach to stock market volatility: evidence from the G7’s market indicesAuthor: Bentes, S. R.Language: InglésRepository: 73Subject: Financial volatility / Stock markets / Entropy / Statistical physics / Risk / Econophysics / Uncertainty / Stock trading / Domínio/Área Científica::Engenharia e Tecnologia::Engenharia Civil / Domínio/Área Científica::Engenharia e Tecnologia::Engenharia Mecânica / Domínio/Área Científica::Engenharia e Tecnologia::Engenharia Química
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Title: Entropy-based independence testAuthor: Dionísio, A. / Menezes, R. / Mendes, D.A.Language: InglésRepository: 73
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