Comparison of transfer entropy methods for financial time...

Physica A: Statistical Mechanics and its Applications 2017 / 09 Vol. 482

Comparison of transfer entropy methods for financial time series

He, Jiayi, Shang, Pengjian
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Volume:
482
Language:
english
Journal:
Physica A: Statistical Mechanics and its Applications
DOI:
10.1016/j.physa.2017.04.089
Date:
September, 2017
File:
PDF, 2.14 MB
english, 2017
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