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~isPartOf:"Economic modelling"
~isPartOf:"International economics : a journal published by CEPII (Center for research and expertise on the world economy)"
~subject:"Structural break"
~subject:"Time series analysis"
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Symbolic transfer
entropy
test for causality in longitudinal data
Camacho, Maximo
;
Romeu, Andres
;
Ruiz Marín, Manuel
- In:
Economic modelling
94
(
2021
),
pp. 649-661
Persistent link: https://www.econbiz.de/10012695248
Saved in:
2
Structural breaks and the time-varying levels of weak-form efficiency in crude oil markets : Evidence from the Hurst exponent and Shannon
entropy
methods
Mensi, Walid
;
Beljid, Makram
;
Managi, Shunsuke
- In:
International economics : a journal published by CEPII …
140
(
2014
),
pp. 89-106
Persistent link: https://www.econbiz.de/10011525285
Saved in:
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