A temporal information transfer network approach considering federal funds rate for an interpretable asset fluctuation prediction framework
Insu Choi, Woo Chang Kim
| Year of publication: |
2024
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|---|---|
| Authors: | Choi, Insu ; Kim, Woo Chang |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier Science, ISSN 1059-0560, ZDB-ID 2026509-8. - Vol. 96.2024, 1, Art.-No. 103562, p. 1-28
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| Subject: | Conditional transfer entropy | Explainable framework in finance | Financial index | Financial market analysis | Information flow | Network analysis | Informationsverbreitung | Information dissemination | Theorie | Theory | Entropie | Entropy | Finanzmarkt | Financial market | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2024.103562 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015204675