Directional entropy and tail uncertainty, with applications to financial hazard
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Publication:3169219
DOI10.1080/14697681003685548zbMath1215.62111MaRDI QIDQ3169219
Publication date: 28 April 2011
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/14697681003685548
62P05: Applications of statistics to actuarial sciences and financial mathematics
91G70: Statistical methods; risk measures
62B10: Statistical aspects of information-theoretic topics
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