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Randomness, Informational Entropy, and Volatility Interdependencies among the Major World Markets: The Role of the COVID-19 Pandemic

The main purpose of our paper is to evaluate the impact of the COVID-19 pandemic on randomness in volatility series of world major markets and to examine its effect on their interconnections. The data set includes equity (Bitcoin and Standard and Poor’s 500), precious metals (Gold and Silver), and e...

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Vydáno v:Entropy (Basel)
Hlavní autoři: Lahmiri, Salim, Bekiros, Stelios
Médium: Artigo
Jazyk:Inglês
Vydáno: MDPI 2020
Témata:
On-line přístup:https://ncbi.nlm.nih.gov/pmc/articles/PMC7517433/
https://ncbi.nlm.nih.gov/pubmed/33286604
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.3390/e22080833
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