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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...
| Autores principales: | , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
MDPI
2021
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| Materias: | |
| 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 |