Using transfer entropy to measure information flows between financial markets

DOI10.1515/SNDE-2012-0044MaRDI QIDQ78461FDOQ78461

Franziska Peter, Thomas Dimpfl

Publication date: 14 January 2013

Published in: Studies in Nonlinear Dynamics & Econometrics (Search for Journal in Brave)

Cited In (1)

• RTransferEntropy

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