A Volatility Estimator of Stock Market Indices Based on the Intrinsic Entropy Model.

Claudiu Vinte Marcel Ausloos Titus-Felix Furtuna

Published in: Entropy (2021)

Keyphrases

stock market
financial time series
stock price
short term
neural network
long term
neural network model
garch model
stock index futures
markov random field
financial markets
stock market data