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Renyi entropy and mutual information measurement of market expectations and investor fear during the COVID-19 pandemic

The COVID-19 pandemic has seriously affected world economies. In this regard, it is expected that information level and sharing between equity, digital currency, and energy markets has been altered due to the pandemic outbreak. Specifically, the resulting twisted risk among markets is presumed to ri...

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Dettagli Bibliografici
Pubblicato in:Chaos Solitons Fractals
Autori principali: Lahmiri, Salim, Bekiros, Stelios
Natura: Artigo
Lingua:Inglês
Pubblicazione: Elsevier Ltd. 2020
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Accesso online:https://ncbi.nlm.nih.gov/pmc/articles/PMC7347498/
https://ncbi.nlm.nih.gov/pubmed/32834621
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1016/j.chaos.2020.110084
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