Kullback-Leibler cluster entropy to quantify volatility correlation and risk diversity

This is a publication. If there is no link to the publication on this page, you can try the pre-formated search via the search engines listed on this page.

Authors: Linda Ponta, Anna Carbone

Journal title: Physical Review E

Journal publisher: Physical Review Journals

Published year: 2025

DOI identifier: 10.1103/PHYSREVE.111.01431

ISSN: 2470-0053