Information-theoretic measures and modeling stock market volatility : a comparative approach
Year of publication: |
2021
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Authors: | Sheraz, Muhammad ; Nasi, Imran |
Subject: | volatility | GARCH processes | randomness | Shannon entropy | Tsallis entropy | approximateentropy | sample entropy | Volatilität | Volatility | Entropie | Entropy | ARCH-Modell | ARCH model | Börsenkurs | Share price | Theorie | Theory |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/risks9050089 [DOI] hdl:10419/258177 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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