Variance of entropy for testing time-varying regimes with an application to meme stocks

Andrey Shternshis, Piero Mazzarisi

Year of publication:	2024
Authors:	Shternshis, Andrey ; Mazzarisi, Piero
Published in:	Decisions in economics and finance : a journal of applied mathematics. - Milano : Springer Italia, ISSN 1129-6569, ZDB-ID 2023516-1. - Vol. 47.2024, 1, p. 215-258
Subject:	Entropy distribution \| Hypothesis testing \| Market efficiency \| Meme stocks \| Multinomial distribution \| Entropie \| Entropy \| Effizienzmarkthypothese \| Efficient market hypothesis \| Theorie \| Theory \| Statistischer Test \| Statistical test \| Börsenkurs \| Share price \| Statistische Verteilung \| Statistical distribution \| Schätzung \| Estimation

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