Applications of Information Theory to Economics and Finance
This thesis demonstrates the valuable contributions of information theory in analysing a diverse set of problems in Economics and Finance. Problems include predicting liquidation risk of financial assets, analysing cyclical behaviour of financial returns, searching for socio-economic determinants of...
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| Format: | Thesis |
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Curtin University
2019
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| Online Access: | http://hdl.handle.net/20.500.11937/75546 |