@article{thecrosssectionalintrinsicentropya, title = {The Cross-Sectional Intrinsic Entropy. A Comprehensive Stock Market Volatility Estimator}, author = {Claudiu Vinte and Marcel Ausloos}, year = {2022}, eprint = {2205.00104}, archivePrefix = {arXiv}, url = {https://arxiv.org/abs/2205.00104v1}, }