Information-Theoretic Measures and Modeling Stock Market Volatility: A Comparative Approach
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- Paul R. Dewick, 2022. "On Financial Distributions Modelling Methods: Application on Regression Models for Time Series," JRFM, MDPI, vol. 15(10), pages 1-15, October.
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Keywords
volatility; GARCH processes; randomness; Shannon entropy; Tsallis entropy; approximate entropy; sample entropy;All these keywords.
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