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Dionísio, A., Menezes, R. & Mendes, D. A. (2006). An econophysics approach to analyse uncertainty in financial markets: an application to the Portuguese stock market. European Physical Journal B. 50 (1-2), 161-164

A. Dionísio et al.,  "An econophysics approach to analyse uncertainty in financial markets: an application to the Portuguese stock market", in European Physical Journal B, vol. 50, no. 1-2, pp. 161-164, 2006

@article{dionísio2006_1734530099688,
	author = "Dionísio, A. and Menezes, R. and Mendes, D. A.",
	title = "An econophysics approach to analyse uncertainty in financial markets: an application to the Portuguese stock market",
	journal = "European Physical Journal B",
	year = "2006",
	volume = "50",
	number = "1-2",
	doi = "10.1140/epjb/e2006-00113-2",
	pages = "161-164",
	url = "https://link.springer.com/article/10.1140%2Fepjb%2Fe2006-00113-2"
}

TY  - JOUR
TI  - An econophysics approach to analyse uncertainty in financial markets: an application to the Portuguese stock market
T2  - European Physical Journal B
VL  - 50
IS  - 1-2
AU  - Dionísio, A.
AU  - Menezes, R.
AU  - Mendes, D. A.
PY  - 2006
SP  - 161-164
SN  - 1434-6028
DO  - 10.1140/epjb/e2006-00113-2
UR  - https://link.springer.com/article/10.1140%2Fepjb%2Fe2006-00113-2
AB  - In recent years there has been a closer interrelationship between several scientific areas trying to obtain a more realistic and rich explanation of the natural and social phenomena. Among these it should be emphasized the increasing interrelationship between physics and financial theory. In this field the analysis of uncertainty, which is crucial in financial analysis, can be made using measures of physics statistics and information theory, namely the Shannon entropy. One advantage of this approach is that the entropy is a more general measure than the variance, since it accounts for higher order moments of a probability distribution function. An empirical application was made using data collected from the Portuguese Stock Market.
ER  -