Time-dependent complexity measurement of causality in international equity markets: a spatial approach
DOI10.1016/J.CHAOS.2018.09.030zbMATH Open1442.91072OpenAlexW2894273108WikidataQ129193297 ScholiaQ129193297MaRDI QIDQ2201357FDOQ2201357
Authors: 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
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Cites Work
- A Mathematical Theory of Communication
- Distribution of the Estimators for Autoregressive Time Series With a Unit Root
- Investigating Causal Relations by Econometric Models and Cross-spectral Methods
- On the Complexity of Finite Sequences
- Nonlinear dynamics of equity, currency and commodity markets in the aftermath of the global financial crisis
- Disturbances and complexity in volatility time series
- Chaos, randomness and multi-fractality in bitcoin market
- Multiscale multifractal DCCA and complexity behaviors of return intervals for Potts price model
Cited In (4)
- Multiscale statistical behaviors for Ising financial dynamics with continuum percolation jump
- The emergence of temporal correlations in a study of global economic interdependence
- A statistical test of market efficiency based on information theory
- An uncertainty measure based on Pearson correlation as well as a multiscale generalized Shannon-based entropy with financial market applications
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