Stock market uncertainty and economic fundamentals : an entropy-based approach
K. Ahn, D. Lee, S. Sohn and B. Yang
| Year of publication: |
2019
|
|---|---|
| Authors: | Ahn, Kwangwon ; Lee, Daeyong ; Sohn, Sungbin ; Yang, B. |
| Published in: |
Quantitative finance. - London : Taylor & Francis, ISSN 1469-7696, ZDB-ID 2027557-2. - Vol. 19.2019, 7, p. 1151-1163
|
| Subject: | Economic activities | Entropy | Stock market uncertainty | Systemic risk | Aktienmarkt | Stock market | Risiko | Risk | Entropie | Volatilität | Volatility | Schätzung | Estimation | Theorie | Theory | Systemrisiko | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/14697688.2019.1579922 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012194751