Time-dependent complexity measurement of causality in international equity markets: a spatial approach (Q2201357): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 06:14, 5 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Time-dependent complexity measurement of causality in international equity markets: a spatial approach |
scientific article |
Statements
Time-dependent complexity measurement of causality in international equity markets: a spatial approach (English)
0 references
29 September 2020
0 references
entropy
0 references
DFA
0 references
Lempel-Ziv complexity
0 references
stock markets
0 references
Granger causality
0 references