Immediate Causality Network of Stock Markets
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Cited by:
- Qiu, Lu & Yang, Huijie, 2020. "Transfer entropy calculation for short time sequences with application to stock markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 559(C).
- Sasan Barak & Navid Parvini, 2023. "Transfer‐entropy‐based dynamic feature selection for evaluating Bitcoin price drivers," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 43(12), pages 1695-1726, December.
- Xie, Wen-Jie & Yong, Yang & Wei, Na & Yue, Peng & Zhou, Wei-Xing, 2021. "Identifying states of global financial market based on information flow network motifs," The North American Journal of Economics and Finance, Elsevier, vol. 58(C).
- Yan, Shuang & Gu, Changgui & Yang, Huijie, 2024. "Bridge successive states for a complex system with evolutionary matrix," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 637(C).
- M. Mija'il Mart'inez-Ramos & Parisa Majari & Andres R. Cruz-Hern'andez & Hirdesh K. Pharasi & Manan Vyas, 2024. "Coarse graining correlation matrices according to macrostructures: Financial markets as a paradigm," Papers 2402.05364, arXiv.org, revised Jun 2024.
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NEP fields
This paper has been announced in the following NEP Reports:- NEP-FMK-2018-03-05 (Financial Markets)
- NEP-HME-2018-03-05 (Heterodox Microeconomics)
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