Modeling the Comovement of Entropy between Financial Markets
In this paper, I propose a methodology to study the comovement between the entropy of different financial markets. The entropy is derived using singular value decomposition of the components of stock market indices in financial markets from selected developed economies, i.e., France, Germany, the Un...
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| Format: | Article |
| Language: | English |
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MDPI AG
2018-05-01
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| Series: | Entropy |
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| Online Access: | http://www.mdpi.com/1099-4300/20/6/417 |