Events5th International Electronic Conference on Entropy and Its Applications
Event submissions
Published
with-doi10.3390/ecea-5-06689
This submission belongs to the session D. Complex Systems of the event 5th International Electronic Conference on Entropy and Its Applications
Published date
17 Nov, 2019
Citation
Feiyan Liu, Yunfei Hou, Jianbo Gao, Identifying Systemic Risks and Policy-Induced Shocks in Stock Markets by Relative Entropy, in Proceedings of 5th International Electronic Conference on Entropy and Its Applications, 18 November–30 November 2019, MDPI: Basel, Switzerland, doi: 10.3390/ecea-5-06689
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Identifying Systemic Risks and Policy-Induced Shocks in Stock Markets by Relative Entropy

Feiyan Liu 1
image
Jianbo Gao 2
Yunfei Hou 1
1. Business School, Guangxi University, Nanning, 530005, P.R.China
2. Faculty of Geographical Science, Beijing Normal University, Beijing, 100875, P.R.China
Abstract
Keywords
systemic risks
policy-induced shocks
relative entropy
high-frequency data