Detecting Structural Changes in the Italian Stock Market through Complexity

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


Hide Layer Mutual Information Lyapunov Exponent Structural Break Trading Volume 
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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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