@misc{vinte2022cross,
  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},
  primaryClass={q-fin.ST},
  doi={10.3390/e24050623},
  url={https://arxiv.org/abs/2205.00104}
}