Comparison of transfer entropy methods for financial time series (Q2147683): Difference between revisions

From MaRDI portal
Changed an Item
Import240304020342 (talk | contribs)
Set profile property.
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank

Revision as of 06:03, 5 March 2024

scientific article
Language Label Description Also known as
English
Comparison of transfer entropy methods for financial time series
scientific article

    Statements

    Comparison of transfer entropy methods for financial time series (English)
    0 references
    0 references
    0 references
    0 references
    20 June 2022
    0 references
    financial time series
    0 references
    Shannon entropy
    0 references
    transfer entropy
    0 references
    effective transfer entropy
    0 references
    Rényi transfer entropy
    0 references
    effective Rényi transfer entropy
    0 references

    Identifiers