Using transfer entropy to measure information flows between financial markets

Author:

Dimpfl, Thomas; Peter, Franziska Julia

Tübinger Autor(en):

Published in:

Studies in Nonlinear Dynamics and Econometrics (2013), Bd. 17, H. 1, S. 85-102

Verlagsangabe:

Walter De Gruyter & Co

Language:

English

Full text:

ISSN:

1081-1826

DDC Classifikation:

300 - Social sciences, sociology and anthropology
330 - Economics

Dokumentart:

Article

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