Renyi Entropy based design of heavy tailed distribution for return of financial assets (Q6500371)
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scientific article; zbMATH DE number 7845813
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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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