Detecting Causality in Non-stationary Time Series Using Partial Symbolic Transfer Entropy: Evidence in Financial Data
Crossref DOI link: https://doi.org/10.1007/s10614-015-9491-x
Published Online: 2015-02-03
Published Print: 2016-03
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Papana, Angeliki https://orcid.org/0000-0003-4472-8274
Kyrtsou, Catherine
Kugiumtzis, Dimitris
Diks, Cees
Text and Data Mining valid from 2015-02-03