Information diffusion, cluster formation and entropy-based network dynamics in equity and commodity markets

出版年份 2017 全文链接

标题

作者

关键词

Finance, Commodity markets, Transfer entropy, Complex network, Centrality

出版物

Volume 256, Issue 3, Pages 945-961

出版商

Elsevier BV

发表日期

2016-07-16

DOI

10.1016/j.ejor.2016.06.052

联系作者

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