Beyond volatility: Using differential entropy to detect financial market regimes
Raul Matsushita; Iuri Nobre; Sergio Da Silva
- Published
- Publisher
- Elsevier BV
- Journal / collection
- Chaos, Solitons & Fractals
- Research area
- Capital & markets
- Source type
- Journal article
- DOI
- 10.1016/j.chaos.2025.117553
The original publisher provides the full text and its access options.
Cite this source
Raul Matsushita; Iuri Nobre; Sergio Da Silva. Beyond volatility: Using differential entropy to detect financial market regimes. Chaos, Solitons & Fractals. 2026-01. https://doi.org/10.1016/j.chaos.2025.117553