Effective transfer entropy approach to information flow between exchange rates and stock markets

2014/09/15 by Ahmet Sensoy, Ahmet Şensoy, Cihat Sobaci +3 · 2 citations
Computer Science · Economics, Econometrics and Finance · Physics and Astronomy · #Chaos control and synchronization #Complex Systems and Time Series Analysis #Nonlinear Dynamics and Pattern Formation

paper · pdf · doi:10.1016/j.chaos.2014.08.007

openalex publication_date 2014/09/15 · openalex created_date 2025/10/10 · openalex updated_date 2026/08/01

Citations

• Investigating Causal Relations by Econometric Models and Cross-spectral Methods

Cited by

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