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Measuring information transfer by dispersion transfer entropy - MaRDI portal

Measuring information transfer by dispersion transfer entropy (Q2208126)

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Measuring information transfer by dispersion transfer entropy
scientific article

    Statements

    title
    Measuring information transfer by dispersion transfer entropy (English)
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    author
    Boyi Zhang
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    Pengjian Shang
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    publication date
    23 October 2020
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    zbMATH Keywords
    information flow
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    transfer entropy
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    financial time series
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    correlation
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    Identifiers

    Mathematics Subject Classification ID
    62B10
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    62M10
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    62P20
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    91B84
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    zbMATH DE Number
    7265376
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    OpenAlex ID
    W3021604541
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