Entropy as leading indicator for extreme systemic risk events
Radu Lupu, Iulia Lupu, Tanase Stamule, Mihai Roman
| Year of publication: |
2022
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|---|---|
| Authors: | Lupu, Radu ; Lupu, Iulia ; Stamule, Tanase ; Roman, Mihai |
| Published in: |
Romanian journal of economic forecasting. - Bucharest : Inst., ISSN 2537-6071, ZDB-ID 2428295-9. - Vol. 25.2022, 4, p. 58-73
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| Subject: | jumps | anomaly detection tools | early warning systems | Frühwarnsystem | Early warning system | Systemrisiko | Systemic risk | Entropie | Entropy | Prognoseverfahren | Forecasting model | Wirtschaftsindikator | Economic indicator | Frühindikator | Leading indicator | Finanzkrise | Financial crisis | Index | Index number |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013531054