Analyzing volatility transmission using group transfer entropy

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Analyzing volatility transmission using group transfer entropy

Author: Dimpfl, Thomas Ernst Herbert; Peter, Franziska J.
Tübinger Autor(en):
Dimpfl, Thomas Ernst Herbert
Published in: Energy economics (2018-09), Bd. 75
Verlagsangabe: Amsterdam : Elsevier
Language: English
Full text: http://dx.doi.org/10.1016/j.eneco.2018.08.008
ISSN: 0140-9883
1873-6181(online)
DDC Classifikation: 330 - Economics
Dokumentart: Artikel
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