An uncertainty measure based on Pearson correlation as well as a multiscale generalized Shannon-based entropy with financial market applications
DOI10.1515/ijnsns-2021-0096OpenAlexW4302774189MaRDI QIDQ6073525
Seyed Jalal Sadeghi Sharif, Ali Koushki, Mohammad Osoolian
Publication date: 11 October 2023
Published in: International Journal of Nonlinear Sciences and Numerical Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1515/ijnsns-2021-0096
mutual informationPearson correlationmarket uncertaintyCOVID-19 economic effectmultiscale Shannon entropy
Measures of association (correlation, canonical correlation, etc.) (62H20) Economic time series analysis (91B84) Economics of information (91B44) Time series analysis of dynamical systems (37M10) Measures of information, entropy (94A17) Economic dynamics (91B55)
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