"Modeling the flow of information between financial time-series by an ..."

Francesco Benedetto, Loretta Mastroeni, Pierluigi Vellucci (2021)

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DOI: 10.1007/S10479-019-03319-7

access: closed

type: Journal Article

metadata version: 2021-04-29

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Francesco Benedetto, Loretta Mastroeni, Pierluigi Vellucci:
Modeling the flow of information between financial time-series by an entropy-based approach. Ann. Oper. Res. 299(1): 1235-1252 (2021)

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