Modeling Expected Shortfall Using Tail Entropy. - Daniel Traian Pele; Emese Lazar; Miruna Mazurencu-Marinescu-Pele (Entropy, 2019)

Using High-Frequency Entropy to Forecast Bitcoin's Daily Value at Risk. - Daniel Traian Pele; Miruna Mazurencu-Marinescu-Pele (Entropy, 2019)