Dynamic Information Volatility Function
Liu (2007) discussed a new measure, known as the information volatility function to study the variability of the uncertainty contained in a probability distribution. In the present paper, we extend this concept to the residual random variable, a dynamic information volatility function and study its...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
University of Bologna
2021-01-01
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| Series: | Statistica |
| Subjects: | |
| Online Access: | https://rivista-statistica.unibo.it/article/view/8748 |