d'optimisation défini sur l'ensemble des distributions de probabilités sous contraintes d'entropie. Cette article offre …

The purpose of this paper is the construction of an early warning indicator for systemic risk using entropy measures … industry in the Euro area. We estimate entropy on these measures by considering different definitions (Shannon, Tsallis and … Renyi). Finally, we test if these entropy indicators show forecasting abilities in predicting banking crises. In this regard …