Information flow and cross-correlation of chinese stock markets based on transfer entropy and DCCA (Q2874156)
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scientific article; zbMATH DE number 6251482
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| English | Information flow and cross-correlation of chinese stock markets based on transfer entropy and DCCA |
scientific article; zbMATH DE number 6251482 |
Statements
29 January 2014
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transfer entropy
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information flow
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stock market
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DCCA
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industry classification index
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Information flow and cross-correlation of chinese stock markets based on transfer entropy and DCCA (English)
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0.7505865097045898
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0.7485882639884949
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0.748576283454895
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0.7413554787635803
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0.7312985062599182
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