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Effective Transfer Entropy Approach to Information Flow Between Exchange Rates and Stock Markets

Chaos, Solitons and Fractals - United Kingdom
doi 10.1016/j.chaos.2014.08.007
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Abstract

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Categories
Nonlinear PhysicsApplied MathematicsStatisticalMathematicsAstronomyPhysics
Date

November 1, 2014

Authors
Ahmet SensoyCihat SobaciSadri SensoyFatih Alali
Publisher

Elsevier BV


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