Synergistic Information Transfer in the Global System of Financial Markets

Uncovering dynamic information flow between stock market indices has been the topic of several studies which exploited the notion of transfer entropy or Granger causality, its linear version. The output of the transfer entropy approach is a directed weighted graph measuring the information about the...

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Detalles Bibliográficos
Autores principales: Scagliarini, Tomas, Faes, Luca, Marinazzo, Daniele, Stramaglia, Sebastiano, Mantegna, Rosario N.
Formato: Online Artículo Texto
Lenguaje:English
Publicado: MDPI 2020
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7597073/
https://www.ncbi.nlm.nih.gov/pubmed/33286769
http://dx.doi.org/10.3390/e22091000

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7597073/
https://www.ncbi.nlm.nih.gov/pubmed/33286769
http://dx.doi.org/10.3390/e22091000

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