An entropy divergence, D-distribution and its selected application in multivariate financial time series
G.S. David Sam Jayakumar, A. Sulthan, W. Samuel
| Year of publication: |
2021
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|---|---|
| Authors: | Jayakumar, G. S. David Sam ; Sulthan, A. ; Samuel, W. |
| Published in: |
International journal of financial services management : IJFSM. - Olney, Bucks. : Inderscience Enterprises, ISSN 1741-8062, ZDB-ID 2436140-9. - Vol. 11.2021, 2, p. 134-148
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| Subject: | demonetisation | entropy divergence | Fisher's-Z variable | Meijer G-function | moments | multivariate normal distribution | multivariate t distribution | percentage points | Shannon's differential entropy | Entropie | Entropy | Theorie | Theory | Statistische Verteilung | Statistical distribution | Multivariate Analyse | Multivariate analysis | Zeitreihenanalyse | Time series analysis |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1504/IJFSM.2021.120359 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012940016