Using transfer entropy to measure information flows between financial markets

DSpace Repository

Using transfer entropy to measure information flows between financial markets

Author: Dimpfl, Thomas; Peter, Franziska Julia
Tübinger Autor(en):
Dimpfl, Thomas Ernst Herbert
Peter, Franziska Julia
Published in: Studies in Nonlinear Dynamics and Econometrics (2013), Bd. 17, H. 1, S. 85-102
Verlagsangabe: Walter De Gruyter & Co
Language: English
Full text: http://dx.doi.org/10.1515/snde-2012-0044
ISSN: 1081-1826
DDC Classifikation: 300 - Social sciences, sociology and anthropology
330 - Economics
Dokumentart: Artikel
Show full item record

This item appears in the following Collection(s)