Investment index construction from information propagation based on transfer entropy
Fujio Toriumi, Kazuki Komura
| Year of publication: |
January 2018
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|---|---|
| Authors: | Toriumi, Fujio ; Komura, Kazuki |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 1142021-2. - Vol. 51.2018, 1, p. 159-172
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| Subject: | Transfer entropy | Investment index | Stock networks | Entropie | Entropy | Theorie | Theory | Index | Index number | Aktienindex | Stock index |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10614-016-9618-8 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011963606