Multiscale Model Selection for High-Frequency Financial Data of a Large Tick Stock by Means of the Jensen–Shannon Metric

Author： Curato Gianbiagio Lillo Fabrizio

Publisher： MDPI

E-ISSN： 1099-4300|16|1|567-581

ISSN： 1099-4300

Source： Entropy, Vol.16, Iss.1, 2014-01, pp. : 567-581

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