Effective transfer entropy to measure information flows in credit markets

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Effective transfer entropy to measure information flows in credit markets

Author: Caserini, Nicolo Andrea; Pagnottoni, Paolo
Tübinger Autor(en):
Caserini, Nicolo Andrea
Published in: Statistical Methods and Applications (2022), Bd. 31, H. 4, S. 729-757
Verlagsangabe: Springer Heidelberg
Language: English
Full text: http://dx.doi.org/10.1007/s10260-021-00614-1
ISSN: 1618-2510
DDC Classifikation: 510 - Mathematics
Dokumentart: Article
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