Rényi’s information transfer between financial time series
Year of publication: |
2012
|
---|---|
Authors: | Jizba, Petr ; Kleinert, Hagen ; Shefaat, Mohammad |
Published in: |
Physica A: Statistical Mechanics and its Applications. - Elsevier, ISSN 0378-4371. - Vol. 391.2012, 10, p. 2971-2989
|
Publisher: |
Elsevier |
Subject: | Econophysics | Rényi entropy | Information transfer | Financial time series |
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