Investigation of stock return volatility using Shannon entropy : evidence from ASEAN stock markets
Xuan Vinh Vo, Thi Tuan Anh Tran
| Year of publication: |
2022
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|---|---|
| Authors: | Vo Xuan Vinh ; Tran Thi Tuan Anh |
| Published in: |
Afro-Asian Journal of Finance and Accounting : AAJFA. - Genève [u.a.] : Inderscience Enterprises, ISSN 1751-6455, ZDB-ID 2408741-5. - Vol. 12.2022, 4, p. 479-490
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| Subject: | volatility of stock returns | standard deviation | entropy | entropy Shannon | probability density function | Volatilität | Volatility | Entropie | Entropy | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Theorie | Theory | Aktienmarkt | Stock market | Schätzung | Estimation |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1504/AAJFA.2022.10049874 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013350691