Entropic information theory applied to uncertainty in financial markets
One of the most popular concepts used to measure the risk and the uncertainty is the variance and/or the standard-deviation. In this paper we explore the potentialities of the entropy as a measure of uncertainty in financial markets, and simultaneously verify if this measure take into account some b...
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| Outros Autores: | , |
| Formato: | article |
| Idioma: | por |
| Publicado em: |
2012
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| Assuntos: | |
| Texto completo: | http://hdl.handle.net/10174/6084 |
| País: | Portugal |
| Oai: | oai:dspace.uevora.pt:10174/6084 |