Crash of ’87 - Was it Expected? Aggregate Market Fears and Long Range Dependence
Year of publication: |
2009-01
|
---|---|
Authors: | Gencay, Ramazan ; Gradojevic, Nikola |
Institutions: | Rimini Centre for Economic Analysis (RCEA) |
Subject: | Non-additive Entropy | Shannon Entropy | Tsallis Entropy | q-Gaussian Distribution | Skewness Premium |
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