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Entropy Based Student’s t-Process Dynamical Model

Entropy Based Student’s t-Process Dynamical Model

https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_doaj_primary_oai_doaj_org_article_f6d6385a92134678820dab10a526bdc6

Entropy Based Student’s t-Process Dynamical Model

About this item

Full title

Entropy Based Student’s t-Process Dynamical Model

Publisher

Switzerland: MDPI AG

Journal title

Entropy (Basel, Switzerland), 2021-04, Vol.23 (5), p.560

Language

English

Formats

Publication information

Publisher

Switzerland: MDPI AG

More information

Scope and Contents

Contents

Volatility, which represents the magnitude of fluctuating asset prices or returns, is used in the problems of finance to design optimal asset allocations and to calculate the price of derivatives. Since volatility is unobservable, it is identified and estimated by latent variable models known as volatility fluctuation models. Almost all conventiona...

Alternative Titles

Full title

Entropy Based Student’s t-Process Dynamical Model

Authors, Artists and Contributors

Identifiers

Primary Identifiers

Record Identifier

TN_cdi_doaj_primary_oai_doaj_org_article_f6d6385a92134678820dab10a526bdc6

Permalink

https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_doaj_primary_oai_doaj_org_article_f6d6385a92134678820dab10a526bdc6

Other Identifiers

ISSN

1099-4300

E-ISSN

1099-4300

DOI

10.3390/e23050560

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