Multifractality approach of a generalized Shannon index in financial time series

• Felipe S. Abril-Bermúdez ,

  Roles Formal analysis, Investigation, Writing – original draft

  * E-mail: fsabrilb@unal.edu.co

  Affiliation Department of Physics, Universidad Nacional de Colombia, Bogotá, D.C., Colombia

  https://orcid.org/0000-0002-2512-4929

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• Juan E. Trinidad-Segovia,

  Roles Funding acquisition, Supervision, Writing – review & editing

  Affiliation Department of Economics and Business, Universidad de Almería, Almeria, Spain

  https://orcid.org/0000-0002-5017-2615

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• Miguel A. Sánchez-Granero,

  Roles Methodology, Writing – review & editing

  Affiliation Department of Mathematics, Universidad de Almería, Almeria, Spain

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• Carlos J. Quimbay-Herrera

  Roles Investigation, Supervision, Writing – review & editing

  Affiliation Department of Physics, Universidad Nacional de Colombia, Bogotá, D.C., Colombia

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