Using transfer entropy to measure information flows between financial markets (Q5881676)
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scientific article; zbMATH DE number 7662298
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Using transfer entropy to measure information flows between financial markets |
scientific article; zbMATH DE number 7662298 |
Statements
Using transfer entropy to measure information flows between financial markets (English)
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13 March 2023
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entropy
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information flow
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nonlinear dynamics
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price discovery
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credit risk
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CDS
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0.8076580762863159
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0.794123649597168
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0.7900024652481079
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0.740098774433136
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0.7352864742279053
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