Network Entropies of the Chinese Financial Market
Based on the data from the Chinese financial market, this paper focuses on analyzing three types of network entropies of the financial market, namely, Shannon, Renyi and Tsallis entropies. The findings suggest that Shannon entropy can reflect the volatility of the financial market, that Renyi and Ts...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2016-09-01
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| Series: | Entropy |
| Subjects: | |
| Online Access: | http://www.mdpi.com/1099-4300/18/9/331 |