Comparison of transfer entropy methods for financial time series

By Jiayi He, Pengjian Shang. 2017

84 citations recorded by the source corpus.

Subfields: Computer Networks and Communications, Economics and Econometrics, Statistical and Nonlinear Physics

View Paper: https://www.semanticscholar.org/paper/89a0eac004bafec85fd6b8889a4f4e79f9687dde