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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...
| Autores principales: | , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
MDPI
2018
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| 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 |