Information geometry of stock return process

zbMATH Open1174.91379MaRDI QIDQ5456047FDOQ5456047

Authors: Limei Cao, Zhenning Zhang, Huafei Sun 

Publication date: 4 April 2008

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zbMATH Keywords

information geometry\(\alpha\)-connectionstock return process

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Cited In (2)

• Title not available (Why is that?)
• When the a contrario approach becomes generative

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