Uncertainty measure : as a proxy for the degree of market imperfection
Hailiang Zhang, Muhammad Atif Sattar, Haijun Wang
| Year of publication: |
2024
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|---|---|
| Authors: | Zhang, Hailiang ; Muhammad, Atif Sattar ; Wang, Haijun |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier Science, ISSN 1059-0560, ZDB-ID 2026509-8. - Vol. 89.2024, 2, p. 159-171
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| Subject: | Degree of imperfection | Imperfect markets | Implied volatility | Shannon entropy | Uncertainty | Unvollkommener Markt | Incomplete market | Volatilität | Volatility | Theorie | Theory | Entropie | Entropy | Risiko | Risk |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2023.09.013 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014446735