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Information flow and cross-correlation of chinese stock markets based on transfer entropy and DCCA - MaRDI portal

Information flow and cross-correlation of chinese stock markets based on transfer entropy and DCCA (Q2874156)

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scientific article; zbMATH DE number 6251482
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English
Information flow and cross-correlation of chinese stock markets based on transfer entropy and DCCA
scientific article; zbMATH DE number 6251482

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    29 January 2014
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    transfer entropy
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    information flow
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    stock market
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    DCCA
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    industry classification index
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    Information flow and cross-correlation of chinese stock markets based on transfer entropy and DCCA (English)
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