Renyi entropy based design of heavy tailed distribution for return of financial assets
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DOI: 10.1016/j.physa.2024.129531
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More about this item
Keywords
Renyi entropy; Maximum entropy principle; Heavy tail distribution; Returns of financial assets; MLE parameter estimation;All these keywords.
JEL classification:
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
- C58 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Financial Econometrics
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