"Entropy-Based Volatility Analysis of Financial Log-Returns Using Gaussian ..."

Luca Scrucca (2024)

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DOI: 10.3390/E26110907

access: open

type: Journal Article

metadata version: 2025-10-01

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Luca Scrucca:
Entropy-Based Volatility Analysis of Financial Log-Returns Using Gaussian Mixture Models. Entropy 26(11): 907 (2024)

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