Network Entropies of the Chinese Financial Market
AbstractBased on the data from the Chinese financial market, this paper focuses on analyzing three types of network entropies of the financial market, namely, Shannon, Renyi and Tsallis entropies. The findings suggest that Shannon entropy can reflect the volatility of the financial market, that Renyi and Tsallis entropies also have this function when their parameter has a positive value, and that Renyi and Tsallis entropies can reflect the extreme case of the financial market when their parameter has a negative value. View Full-Text
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Li, S.; He, J.; Song, K. Network Entropies of the Chinese Financial Market. Entropy 2016, 18, 331.
Li S, He J, Song K. Network Entropies of the Chinese Financial Market. Entropy. 2016; 18(9):331.Chicago/Turabian Style
Li, Shouwei; He, Jianmin; Song, Kai. 2016. "Network Entropies of the Chinese Financial Market." Entropy 18, no. 9: 331.
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