Entropy-based benchmarking methods

Temursho, U

Temursho, U (reprint author), Univ Loyola Andalucia, Dept Econ, Seville 41014, Spain.

STATISTICA NEERLANDICA, 2018; 72 (4): 421

Abstract

This paper argues that benchmarking of sign-volatile time series has to be based on the principle of movement and sign preservation, which requires th......

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