Using transfer entropy to measure information flows between financial markets
Year of publication: |
2013
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Authors: | Dimpfl, Thomas ; Peter, Franziska Julia |
Published in: |
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet. - Berlin : De Gruyter, ISSN 1558-3708, ZDB-ID 1385261-9. - Vol. 17.2013, 1, p. 85-102
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Subject: | Entropie | Entropy | Informationsverbreitung | Information dissemination | Finanzmarkt | Financial market | Theorie | Theory | Kreditderivat | Credit derivative | Unternehmensanleihe | Corporate bond | Europa | Europe |
Extent: | graph. Darst. |
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Type of publication: | Article |
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Notes: | Systemvoraussetzungen: Acrobat Reader |
Other identifiers: | 10.1515/snde-2012-0044 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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