Renyi Entropy based design of heavy tailed distribution for return of financial assets (Q6500371): Difference between revisions

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Latest revision as of 14:58, 3 December 2024

scientific article; zbMATH DE number 7845813
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English
Renyi Entropy based design of heavy tailed distribution for return of financial assets
scientific article; zbMATH DE number 7845813

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    Renyi Entropy based design of heavy tailed distribution for return of financial assets (English)
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    10 May 2024
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    Renyi entropy
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    maximum entropy principle
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    heavy tail distribution
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    returns of financial assets
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    MLE parameter estimation
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