Effective transfer entropy approach to information flow between exchange rates and stock markets (Q506675): Difference between revisions
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Property / Mathematics Subject Classification ID: 91B84 / rank | |||
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Property / Mathematics Subject Classification ID: 94A17 / rank | |||
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Property / zbMATH DE Number: 6679704 / rank | |||
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exchange rates | |||
Property / zbMATH Keywords: exchange rates / rank | |||
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stock prices | |||
Property / zbMATH Keywords: stock prices / rank | |||
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emerging countries | |||
Property / zbMATH Keywords: emerging countries / rank | |||
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effective transfer entropy | |||
Property / zbMATH Keywords: effective transfer entropy / rank | |||
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Property / MaRDI profile type: MaRDI publication profile / rank | |||
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Property / OpenAlex ID: W1966364286 / rank | |||
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Property / cites work: Independent coordinates for strange attractors from mutual information / rank | |||
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Property / cites work: Investigating Causal Relations by Econometric Models and Cross-spectral Methods / rank | |||
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Property / cites work: A Mathematical Theory of Communication / rank | |||
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Property / cites work: Testing for nonlinearity in time series: the method of surrogate data / rank | |||
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Latest revision as of 09:29, 13 July 2024
scientific article
Language | Label | Description | Also known as |
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English | Effective transfer entropy approach to information flow between exchange rates and stock markets |
scientific article |
Statements
Effective transfer entropy approach to information flow between exchange rates and stock markets (English)
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1 February 2017
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exchange rates
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stock prices
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emerging countries
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effective transfer entropy
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