Browsing by Subject "Pairwise interactions"
Now showing items 1-1 of 1
-
Equity market description under high and low volatility regimes using maximum entropy pairwise distribution
(MDPI, 2021-10-21)The financial market is a complex system in which the assets influence each other, causing, among other factors, price interactions and co-movement of returns. Using the Maximum Entropy Principle approach, we analyze the ...