A permutation entropy based test for causality: The volume-stock price relation
- Matilla-García, M.
- Marín, M.R.
- Dore, M.I.
Revue:
Physica A: Statistical Mechanics and its Applications
ISSN: 0378-4371
Année de publication: 2014
Volumen: 398
Pages: 280-288
Type: Article