Equity Market Description under High and Low Volatility Regimes Using Maximum Entropy Pairwise Distribution

Mauricio A. Valle, Jaime F. Lavin, Nicolás S. Magner. Equity Market Description under High and Low Volatility Regimes Using Maximum Entropy Pairwise Distribution. Entropy, 23(10):1307, 2021. [doi]

Authors

Mauricio A. Valle

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Jaime F. Lavin

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Nicolás S. Magner

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