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Mutual information between the main foreign subindices: The application of copula entropy around WHO’s declaration date at the time of the COVID-19 pandemic

Objective: The objective of this article is to investigate the dependencies between selected European subindices before and during the COVID-19 pandemic. Research Design & Methods: The main analysis was quantitative. We used copula entropy and Pearson’s correlation. We considered the closing pric...

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Principais autores: Henryk Gurgul, Robert Syrek
Formato: Artigo
Idioma:Inglês
Publicado em: Krakow University of Economics 2024-06-01
coleção:International Entrepreneurship Review
Assuntos:
Acesso em linha:https://ier.uek.krakow.pl/index.php/pm/article/view/2208
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