Transfer entropy coefficient: quantifying level of information flow between financial time series (Q1620359)
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scientific article; zbMATH DE number 6978845
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| default for all languages | No label defined |
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| English | Transfer entropy coefficient: quantifying level of information flow between financial time series |
scientific article; zbMATH DE number 6978845 |
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Transfer entropy coefficient: quantifying level of information flow between financial time series (English)
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13 November 2018
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transfer entropy coefficient
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multiscale
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financial market
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information flow
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0.8245401978492737
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0.7900024652481079
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0.7677100300788879
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0.7302752733230591
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0.7296643257141113
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