Luciano Zunino

Centro de Investigaciones Opticas (CONICET La Plata - CIC)

7 Nº 776

Buenos Aires, BA 1900

Argentina

SCHOLARLY PAPERS

4

DOWNLOADS

220

SSRN CITATIONS
Rank 43,113

SSRN RANKINGS

Top 43,113

in Total Papers Citations

4

CROSSREF CITATIONS

11

Scholarly Papers (4)

1.

On the Efficiency of Sovereign Bond Markets

Physica A: Statistical Mechanics and Its Applications, Volume 391, Issue 18, pp. 4342-4349, 2012, DOI: 10.1016/j.physa.2012.04.009
Number of pages: 20 Posted: 13 Oct 2015
Centro de Investigaciones Opticas (CONICET La Plata - CIC), Rovira i Virgili University - Department of Business, Independent, National University of the South - Instituto de Investigaciones Económicas y Sociales del Sur (IIESS) and Universidade Federal de Alagoas
Downloads 74 (354,774)

Abstract:

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sovereign bond market efficiency, complexity-entropy causality plane, permutation entropy, permutation statistical complexity, Bandt and Pompe method, ordinal time series analysis

2.

Crude Oil Market and Geopolitical Events: An Analysis Based on Information-Theory-Based Quantifiers

Fuzzy Economic Review, Vol. 21, No. 1, p. 41-51
Number of pages: 11 Posted: 14 Apr 2017
Rovira i Virgili University - Department of Business, Centro de Investigaciones Opticas (CONICET La Plata - CIC) and Universidade Federal de Alagoas
Downloads 64 (383,261)

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Econophysics, permutation entropy, permutation statistical complexity, WTI, informational efficiency, geopolitical events

3.

An Analysis of High-Frequency Cryptocurrencies Prices Dynamics Using Permutation-Information-Theory Quantifiers

Chaos 28, 075511 (2018); DOI/10.1063/1.5027153
Number of pages: 17 Posted: 13 Aug 2018
Rovira i Virgili University - Department of Business, Centro de Investigaciones Opticas (CONICET La Plata - CIC) and Universidade Federal de Alagoas
Downloads 54 (416,313)
Citation 3

Abstract:

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cryptocurrency; permutation entropy, permutation statistical complexity, complexity-entropy causality plane, informational efficiency

4.

Efficiency and Credit Ratings: A Permutation-Information-Theory Analysis

Journal of Statistical Mechanics: Theory and Experiment, No. 8, 2013, DOI: 10.1088/1742-5468/2013/08/P08007
Number of pages: 23 Posted: 13 Oct 2015
Rovira i Virgili University - Department of Business, Centro de Investigaciones Opticas (CONICET La Plata - CIC), Independent, National University of the South - Instituto de Investigaciones Económicas y Sociales del Sur (IIESS) and Universidade Federal de Alagoas
Downloads 28 (529,348)
Citation 1

Abstract:

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Corporate bonds, oil and energy sectors, market efficiency, complexity-entropy causality plane, permutation entropy, permutation complexity