Quantile transfer entropy: measuring the heterogeneous information transfer of nonlinear time series

DOI10.1016/J.CNSNS.2022.106505OpenAlexW4224027801MaRDI QIDQ2137402

Na Zhang, Xiaojun Zhao

Publication date: 16 May 2022

Published in: Communications in Nonlinear Science and Numerical Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cnsns.2022.106505

zbMATH Keywords

heterogeneityinformation transferquantile transfer entropystock price-volume relationship

Mathematics Subject Classification ID

Applications of statistics (62Pxx) Inference from stochastic processes (62Mxx)

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