Effective transfer entropy approach to information flow between exchange rates and stock markets (Q506675): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Created a new Item
 
ReferenceBot (talk | contribs)
Changed an Item
 
(4 intermediate revisions by 4 users not shown)
Property / Mathematics Subject Classification ID
 
Property / Mathematics Subject Classification ID: 91B84 / rank
 
Normal rank
Property / Mathematics Subject Classification ID
 
Property / Mathematics Subject Classification ID: 94A17 / rank
 
Normal rank
Property / zbMATH DE Number
 
Property / zbMATH DE Number: 6679704 / rank
 
Normal rank
Property / zbMATH Keywords
 
exchange rates
Property / zbMATH Keywords: exchange rates / rank
 
Normal rank
Property / zbMATH Keywords
 
stock prices
Property / zbMATH Keywords: stock prices / rank
 
Normal rank
Property / zbMATH Keywords
 
emerging countries
Property / zbMATH Keywords: emerging countries / rank
 
Normal rank
Property / zbMATH Keywords
 
effective transfer entropy
Property / zbMATH Keywords: effective transfer entropy / rank
 
Normal rank
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W1966364286 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Independent coordinates for strange attractors from mutual information / rank
 
Normal rank
Property / cites work
 
Property / cites work: Investigating Causal Relations by Econometric Models and Cross-spectral Methods / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Mathematical Theory of Communication / rank
 
Normal rank
Property / cites work
 
Property / cites work: Testing for nonlinearity in time series: the method of surrogate data / rank
 
Normal rank
links / mardi / namelinks / mardi / name
 

Latest revision as of 09:29, 13 July 2024

scientific article
Language Label Description Also known as
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)
    0 references
    0 references
    0 references
    0 references
    0 references
    1 February 2017
    0 references
    exchange rates
    0 references
    stock prices
    0 references
    emerging countries
    0 references
    effective transfer entropy
    0 references

    Identifiers