Time-dependent complexity measurement of causality in international equity markets: a spatial approach
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Publication:2201357
DOI10.1016/J.CHAOS.2018.09.030zbMath1442.91072OpenAlexW2894273108WikidataQ129193297 ScholiaQ129193297MaRDI QIDQ2201357
Salim Lahmiri, Christos Avdoulas, Stelios D. Bekiros
Publication date: 29 September 2020
Published in: Chaos, Solitons and Fractals (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.chaos.2018.09.030
Applications of statistics to economics (62P20) Economic time series analysis (91B84) Measures of information, entropy (94A17)
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Cites Work
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- Disturbances and complexity in volatility time series
- Multiscale multifractal DCCA and complexity behaviors of return intervals for Potts price model
- Distribution of the Estimators for Autoregressive Time Series With a Unit Root
- On the Complexity of Finite Sequences
- Investigating Causal Relations by Econometric Models and Cross-spectral Methods
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