Information-Theoretic Measures and Modeling Stock Market Volatility: A Comparative Approach
The volatility analysis of stock returns data is paramount in financial studies. We investigate the dynamics of volatility and randomness of the Pakistan Stock Exchange (PSX-100) and obtain insights into the behavior of investors during and before the coronavirus disease (COVID-19 pandemic). The pap...
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| Autors principals: | , |
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| Format: | Artigo |
| Idioma: | Inglês |
| Publicat: |
MDPI AG
2021-05-01
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| Col·lecció: | Risks |
| Matèries: | |
| Accés en línia: | https://www.mdpi.com/2227-9091/9/5/89 |
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