Search Results - subject:"cross-sectional intrinsic entropy"

Vint̜e, Claudiu; Ausloos, Marcel - In: Journal of Risk and Financial Management 16 (2023) 2, pp. 1-24

uses the cross-sectional intrinsic entropy (CSIE) model to estimate the cross-sectional volatility of the stock groups that …

Persistent link: https://www.econbiz.de/10014332861

Vint̜e, Claudiu; Ausloos, Marcel - In: Journal of risk and financial management : JRFM 16 (2023) 2, pp. 1-24

uses the cross-sectional intrinsic entropy (CSIE) model to estimate the cross-sectional volatility of the stock groups that …

Persistent link: https://www.econbiz.de/10014305795