Cross-Sectoral Information Transfer in the Chinese Stock Market around Its Crash in 2015

This paper applies effective transfer entropy to research the information transfer in the Chinese stock market around its crash in 2015. According to the market states, the entire period is divided into four sub-phases: the tranquil, bull, crash, and post-crash periods. Kernel density estimation is...

Descripción completa

Detalles Bibliográficos
Autores principales: Wang, Xudong, Hui, Xiaofeng
Formato: Online Artículo Texto
Lenguaje:English
Publicado: MDPI 2018
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7513187/
https://www.ncbi.nlm.nih.gov/pubmed/33265752
http://dx.doi.org/10.3390/e20090663

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7513187/
https://www.ncbi.nlm.nih.gov/pubmed/33265752
http://dx.doi.org/10.3390/e20090663

Ejemplares similares