Effective transfer entropy to measure information flows in credit markets

Author:

Caserini, Nicolo Andrea; Pagnottoni, Paolo

Tübinger Autor(en):

Published in:

Statistical Methods and Applications (2022), Bd. 31, H. 4, S. 729-757

Verlagsangabe:

Springer Heidelberg

Language:

English

Full text:

ISSN:

1618-2510

DDC Classifikation:

510 - Mathematics

Dokumentart:

Article

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