The Cross-Sectional Intrinsic Entropy - A Comprehensive Stock Market Volatility Estimator.
Claudiu VinteMarcel AusloosPublished in: Entropy (2022)
Keyphrases
- cross sectional
- stock market
- stock returns
- chinese stock market
- stock index futures
- cross section
- blood vessels
- stock price
- short term
- garch model
- mutual information
- trading rules
- maximum likelihood
- stock exchange
- financial time series
- stock trading
- deformation field
- long term
- mri data
- image processing
- financial markets
- ct scans
- stock market data
- financial data
- stock index
- computed tomography
- maximum a posteriori