Financial networks based on Granger causality: A case study
Papana, Angeliki, Kyrtsou, Catherine, Kugiumtzis, Dimitris, Diks, CeesVolume:
482
Language:
english
Journal:
Physica A: Statistical Mechanics and its Applications
DOI:
10.1016/j.physa.2017.04.046
Date:
September, 2017
File:
PDF, 469 KB
english, 2017