Open AccessAn entropy divergence, D distribution and its selected application in multivariate financial time series
Author(s) -
A. Sulthan,
Wendell A. Samuel,
G. S. David Sam Jayakumar
Publication year - 2021
Publication title -
international journal of financial services management
Language(s) - English
Resource type - Journals
eISSN - 1741-8062
pISSN - 1460-6712
DOI - 10.1504/ijfsm.2021.10043327
Subject(s) - multivariate statistics , entropy (arrow of time) , divergence (linguistics) , series (stratigraphy) , econometrics , economics , mathematics , finance , statistics , physics , geology , philosophy , paleontology , linguistics , quantum mechanics