How does the entropy function explain the distribution of high-frequency data?

Hiroyuki Moriya

Year of publication:	2022
Authors:	Moriya, Hiroyuki
Published in:	Digital Designs for Money, Markets, and Social Dilemmas. - Singapore : Springer Nature Singapore, ISBN 978-981-19-0937-5. - 2022, p. 363-383
Subject:	Entropy function \| Realized volatility \| High-frequency data \| Market microstructure \| Volatilität \| Volatility \| Entropie \| Entropy \| Marktmikrostruktur \| Theorie \| Theory \| Zeitreihenanalyse \| Time series analysis \| Schätzung \| Estimation

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