Transfer entropy coefficient: quantifying level of information flow between financial time series
type: Item
instance of: scholarly article
title: Transfer entropy coefficient: quantifying level of information flow between financial time series
zbMATH Open document ID: 1400.62239
author: Yue Teng
author: Pengjian Shang
published in: Physica A
publication date: 2018-11-13T00:00:00Z
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 91B84
zbMATH DE Number: 6978845
zbMATH Keywords: transfer entropy coefficient
zbMATH Keywords: multiscale
zbMATH Keywords: financial market
zbMATH Keywords: information flow
MaRDI profile type: Publication
full work available at URL: j.physa.2016.11.061
OpenAlex ID: W2555619973
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DOI: 10.1016/J.PHYSA.2016.11.061
description: scientific article; zbMATH DE number 6978845