Renyi entropy based design of heavy tailed distribution for return of financial assets.
- Resource Type
- Journal
- Source
Physica A. Statistical Mechanics and its Applications (Phys. A) (20240101), 637, Paper No 129531, 17~pp. ISSN: 0378-4371 (print).eISSN: 1873-2119.- Subject
- 62
Statistics -- 62PApplications
62P05Applications to actuarial sciences and financial mathematics - Language
- English