Detecting Causality in Non-stationary Time Series Using...

Computational Economics 2016 / 3 Vol. 47; Iss. 3

Detecting Causality in Non-stationary Time Series Using Partial Symbolic Transfer Entropy: Evidence in Financial Data

Papana, Angeliki, Kyrtsou, Catherine, Kugiumtzis, Dimitris, Diks, Cees
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Volume:
47
Language:
english
Journal:
Computational Economics
DOI:
10.1007/s10614-015-9491-x
Date:
March, 2016
File:
PDF, 537 KB
english, 2016
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