Data for: RTransferEntropy: Measuring information flow between time series with effective transfer entropy in R

Name: Data for: RTransferEntropy: Measuring information flow between time series with effective transfer entropy in R
Creator: Thomas Dimpfl
Published: 2019-07-05T15:29:31.027Z
Keywords: Economics, Finance, Econometrics, Information Theory

Dimpfl, Thomas; Zimmermann, David; Behrendt, Simon; Peter, Franziska

doi:10.17632/rydffkb7rx.1

Data for: RTransferEntropy: Measuring information flow between time series with effective transfer entropy in R

Published: 05-07-2019| Version 1 | DOI: 10.17632/rydffkb7rx.1

Contributors:

Thomas Dimpfl,

David Zimmermann,

Simon Behrendt,

Franziska Peter

Description

The dataset contains stocks data used in the examples.

Data for: RTransferEntropy: Measuring information flow between time series with effective transfer entropy in R

Description

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