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]
@article{ValleLM21,
title = {Equity Market Description under High and Low Volatility Regimes Using Maximum Entropy Pairwise Distribution},
author = {Mauricio A. Valle and Jaime F. Lavin and Nicolás S. Magner},
year = {2021},
doi = {10.3390/e23101307},
url = {https://doi.org/10.3390/e23101307},
researchr = {https://researchr.org/publication/ValleLM21},
cites = {0},
citedby = {0},
journal = {Entropy},
volume = {23},
number = {10},
pages = {1307},
}