Author:
Behrendt Simon,Schmidt Alexander
Funder
Deutsche Forschungsgemeinschaft
Subject
Economics and Econometrics
Reference43 articles.
1. Return volatility and trading volume: an information flow interpretation of stochastic volatility;Andersen;J. Finance,1996
2. RTransferEntropy – quantifying information flow between different time series using effective transfer entropy;Behrendt;Software,2019
3. An Introduction to Transfer Entropy: Information Flow in Complex Systems;Bossomaier,2016
4. Causality, chaos, explanation and prediction in economics and finance;Brock,1991
5. Symbolic Transfer Entropy Test for Causality in Longitudinal Data;Camacho,2020
Cited by
17 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献