Using transfer entropy to measure information flows between financial markets

DOI10.1515/SNDE-2012-0044MaRDI QIDQ78461FDO

Authors Thomas Dimpfl, Franziska Peter

Publication date 14 January 2013

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

Full work available at URL https://doi.org/10.1515/SNDE-2012-0044

Cited in

(1)

• RTransferEntropy

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