Effective transfer entropy approach to information flow between exchange rates and stock markets
type: Item
instance of: scholarly article
title: Effective transfer entropy approach to information flow between exchange rates and stock markets
zbMATH Open document ID: 1354.91117
author: Ahmet Sensoy
author: Cihat Sobaci
author: Sadri Sensoy
author: Fatih Alali
published in: Chaos, Solitons and Fractals
publication date: 2017-02-01T00:00:00Z
full work available at URL: http://hdl.handle.net/11693/26547
Mathematics Subject Classification ID: 91B84
Mathematics Subject Classification ID: 94A17
zbMATH DE Number: 6679704
zbMATH Keywords: exchange rates
zbMATH Keywords: stock prices
zbMATH Keywords: emerging countries
zbMATH Keywords: effective transfer entropy
MaRDI profile type: Publication
OpenAlex ID: W1966364286
cites work: Independent coordinates for strange attractors from mutual information
cites work: Investigating Causal Relations by Econometric Models and Cross-spectral Methods
cites work: A Mathematical Theory of Communication
cites work: Testing for nonlinearity in time series: the method of surrogate data
DOI: 10.1016/J.CHAOS.2014.08.007
description: scientific article; zbMATH DE number 6679704