Time-dependent complexity measurement of causality in international equity markets: a spatial approach (Q2201357)
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scientific article; zbMATH DE number 7252596
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| English | Time-dependent complexity measurement of causality in international equity markets: a spatial approach |
scientific article; zbMATH DE number 7252596 |
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Time-dependent complexity measurement of causality in international equity markets: a spatial approach (English)
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29 September 2020
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entropy
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DFA
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Lempel-Ziv complexity
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stock markets
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Granger causality
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0.8537509
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0.8414742
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0.8395674
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0.83818483
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0.8327014
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0.8317716
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