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Detecting Structural Changes in the Italian Stock Market through Complexity

  • Antonio Abatemarco
Conference paper
Part of the New Economic Windows book series (NEW)

Keywords

Hide Layer Mutual Information Lyapunov Exponent Structural Break Trading Volume 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer-Verlag Italia 2005

Authors and Affiliations

  • Antonio Abatemarco
    • 1
  1. 1.Department of Economics and StatisticsUniversity of SalernoSalernoItaly

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