Group transfer entropy with an application to cryptocurrencies

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Group transfer entropy with an application to cryptocurrencies

Author: Dimpfl, Thomas; Peter, Franziska J.
Tübinger Autor(en):
Dimpfl, Thomas
Published in: Physica A - Statistical Mechanics and Its Applications (2019), Bd. 516, S. 543-551
Verlagsangabe: Elsevier Science Bv
Language: English
Full text: http://dx.doi.org/10.1016/j.physa.2018.10.048
ISSN: 1873-2119
DDC Classifikation: 330 - Economics
Dokumentart: Artikel
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