Information geometry of stock return process

MaRDI QIDQ5456047zbMATH OpenFDO

Authors Limei Cao, Zhenning Zhang, Huafei Sun

Publication date 4 April 2008

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)

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