Transfer entropy coefficient: quantifying level of information flow between financial time series (Q1620359)
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scientific article; zbMATH DE number 6978845
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Transfer entropy coefficient: quantifying level of information flow between financial time series |
scientific article; zbMATH DE number 6978845 |
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Transfer entropy coefficient: quantifying level of information flow between financial time series (English)
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13 November 2018
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transfer entropy coefficient
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multiscale
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financial market
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information flow
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