Cross-sample entropy statistic as a measure of synchronism and cross-correlation of stock markets

Published 2012 View Full Article

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Title
Cross-sample entropy statistic as a measure of synchronism and cross-correlation of stock markets
Authors
Keywords
Cross-correlation, Stock market time series, Cross-sample entropy, Transfer entropy, Detrended cross-correlation analysis (DCCA)
Journal
NONLINEAR DYNAMICS
Volume 71, Issue 3, Pages 539-554
Publisher
Springer Nature
Online
2012-11-23
DOI
10.1007/s11071-012-0680-z
References
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