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

Grasping the historical volatility of stock market indices and accurately estimating are two of the major focuses of those involved in the financial securities industry and derivative instruments pricing. This paper presents the results of employing the intrinsic entropy model as a substitute for es...

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Detalles Bibliográficos
Autores principales: Vințe, Claudiu, Ausloos, Marcel, Furtună, Titus Felix
Formato: Online Artículo Texto
Lenguaje:English
Publicado: MDPI 2021
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8074134/
https://www.ncbi.nlm.nih.gov/pubmed/33921771
http://dx.doi.org/10.3390/e23040484

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8074134/
https://www.ncbi.nlm.nih.gov/pubmed/33921771
http://dx.doi.org/10.3390/e23040484

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