A permutation entropy based test for causality: The volume-stock price relation

  1. Matilla-García, M.
  2. Marín, M.R.
  3. Dore, M.I.
Journal:
Physica A: Statistical Mechanics and its Applications

ISSN: 0378-4371

Year of publication: 2014

Volume: 398

Pages: 280-288

Type: Article

DOI: 10.1016/J.PHYSA.2013.11.031 GOOGLE SCHOLAR