Miruna Mazurencu-Marinescu-Pele

Publication Activity (10 Years)

Years Active: 2019-2019
Publications (10 Years): 2

Top Topics

Wavelet Decomposition

High Frequencies

Top Venues

Publications

Daniel Traian Pele, Miruna Mazurencu-Marinescu-Pele
Using High-Frequency Entropy to Forecast Bitcoin's Daily Value at Risk. Entropy 21 (2) (2019)
Daniel Traian Pele, Emese Lazar, Miruna Mazurencu-Marinescu-Pele
Modeling Expected Shortfall Using Tail Entropy. Entropy 21 (12) (2019)