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Randomness, Informational Entropy, and Volatility Interdependencies among the Major World Markets: The Role of the COVID-19 Pandemic.
Salim Lahmiri
Stelios D. Bekiros
Published in:
Entropy (2020)
Keyphrases
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financial markets
information theory
information entropy
stock market
stock price
social networks
real time
neural network
case study
mutual information
information theoretic