Uncertainty measure : as a proxy for the degree of market imperfection
Hailiang Zhang, Muhammad Atif Sattar, Haijun Wang
| Year of publication: |
2024
|
|---|---|
| Authors: | Zhang, Hailiang ; Muhammad, Atif Sattar ; Wang, Haijun |
| Subject: | Degree of imperfection | Imperfect markets | Implied volatility | Shannon entropy | Uncertainty | Unvollkommener Markt | Incomplete market | Theorie | Theory | Volatilität | Volatility | Risiko | Risk | Entropie | Entropy | Börsenkurs | Share price |
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