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Renyi entropy and mutual information measurement of market expectations and investor fear during the COVID-19 pandemic
The COVID-19 pandemic has seriously affected world economies. In this regard, it is expected that information level and sharing between equity, digital currency, and energy markets has been altered due to the pandemic outbreak. Specifically, the resulting twisted risk among markets is presumed to ri...
| Autores principales: | , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
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Elsevier Ltd.
2020
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| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7347498/ https://www.ncbi.nlm.nih.gov/pubmed/32834621 http://dx.doi.org/10.1016/j.chaos.2020.110084 |