Stock market uncertainty and economic fundamentals: an entropy-based approach

DOI10.1080/14697688.2019.1579922zbMath1420.91536OpenAlexW2923425515WikidataQ128194355 ScholiaQ128194355MaRDI QIDQ5234346

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Publication date: 26 September 2019

Published in: Quantitative Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/14697688.2019.1579922

zbMATH Keywords

entropysystemic riskeconomic activitiesstock market uncertainty

Mathematics Subject Classification ID

Measures of information, entropy (94A17) Actuarial science and mathematical finance (91G99)

Related Items (2)

Measuring market efficiency: the Shannon entropy of high-frequency financial time series ⋮ An uncertainty measure based on Pearson correlation as well as a multiscale generalized Shannon-based entropy with financial market applications

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