Exportar Publicação

A publicação pode ser exportada nos seguintes formatos: referência da APA (American Psychological Association), referência do IEEE (Institute of Electrical and Electronics Engineers), BibTeX e RIS.

Exportar Referência (APA) 
Dionísio, A., Menezes, R. & Mendes, D. A. (2004). Mutual information: a measure of dependency for nonlinear time series. Physica A. 344 (1-2), 326-329
Exportar Referência (IEEE) 
A. Dionísio et al.,  "Mutual information: a measure of dependency for nonlinear time series", in Physica A, vol. 344, no. 1-2, pp. 326-329, 2004
Exportar BibTeX 
@article{dionísio2004_1734525652778,
	author = "Dionísio, A. and Menezes, R. and Mendes, D. A.",
	title = "Mutual information: a measure of dependency for nonlinear time series",
	journal = "Physica A",
	year = "2004",
	volume = "344",
	number = "1-2",
	doi = "10.1016/j.physa.2004.06.144",
	pages = "326-329",
	url = "http://www.sciencedirect.com/science/article/pii/S0378437104009598?via%3Dihub"
}
Exportar RIS 
TY  - JOUR
TI  - Mutual information: a measure of dependency for nonlinear time series
T2  - Physica A
VL  - 344
IS  - 1-2
AU  - Dionísio, A.
AU  - Menezes, R.
AU  - Mendes, D. A.
PY  - 2004
SP  - 326-329
SN  - 0378-4371
DO  - 10.1016/j.physa.2004.06.144
UR  - http://www.sciencedirect.com/science/article/pii/S0378437104009598?via%3Dihub
AB  - The main goal of the paper is to show how mutual information can be used as a measure of dependence in financial time series. One major advantage of this approach resides precisely in its ability to account for nonlinear dependencies with no need to specify a theoretical probability distribution or use of a mean-variance model.
ER  -