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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Manylion Llyfryddiaeth

Prif Awduron:	Muhammad Sheraz, Imran Nasir
Fformat:	Artigo
Iaith:	Inglês
Cyhoeddwyd:	MDPI AG 2021-05-01
Cyfres:	Risks
Pynciau:	volatility GARCH processes randomness Shannon entropy Tsallis entropy approximate entropy
Mynediad Ar-lein:	https://www.mdpi.com/2227-9091/9/5/89
Tagiau:	Ychwanegu Tag Dim Tagiau, Byddwch y cyntaf i dagio'r cofnod hwn!