Ιδρυματικό Αποθετήριο Ακαδημαϊκής Έρευνας
Πανεπιστήμιο Μακεδονίας
Πλοήγηση ανά συγγραφέα Kugiumtzis, Dimitris
Αποτελέσματα 1 έως 5 από 5
Ημερομηνία Έκδοσης | Τίτλος | Συγγραφέας(εις) |
Ιου-2017 | Assessment of resampling methods for causality testing: A note on the US inflation behavior | Papana, Angeliki; Kyrtsou, Catherine; Kugiumtzis, Dimitris; Diks, Cees |
Μαρ-2016 | Detecting Causality in Non-stationary Time Series Using Partial Symbolic Transfer Entropy: Evidence in Financial Data | Papana, Angeliki; Kyrtsou, Catherine; Kugiumtzis, Dimitris; Diks, Cees |
15-Σεπ-2017 | Financial networks based on Granger causality: A case study | Papana, Angeliki; Kyrtsou, Catherine; Kugiumtzis, Dimitris; Diks, Cees |
Απρ-2019 | Further insights on the relationship between SP500, VIX and volume: a new asymmetric causality test | Kyrtsou, Catherine; Kugiumtzis, Dimitris; Papana, Angeliki |
2023 | Identification of causal relationships in non-stationary time series with an information measure: Evidence for simulated and financial data | Papana, Angeliki; Kyrtsou, Catherine; Kugiumtzis, Dimitris; Diks, Cees |