Five Years of Phase Space Dynamics of the Standard & Poor’s 500

Catégorie d'article: Papers dedicated to the memory of Valetnin Afraymovich (1945-2018)

Publié en ligne: 28 juin 2019

Pages: 209 - 222

Reçu: 30 oct. 2018

Accepté: 02 janv. 2019

DOI: https://doi.org/10.2478/AMNS.2019.1.00019

Mots clés

Discrete-time Markov processes, Measures of information, entropy, Mathematical finance

© 2019 Smirnov, V., Volchenkov, D., published by Sciendo

This work is licensed under the Creative Commons Attribution 4.0 International License.