Ιδρυματικό Αποθετήριο Ακαδημαϊκής Έρευνας
Πανεπιστήμιο Μακεδονίας
Πλοήγηση ανά συγγραφέα Kyrtsou, Catherine
Αποτελέσματα 1 έως 8 από 8
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 |
Μαΐ-2016 | Does the S&P500 index lead the crude oil dynamics? A complexity-based approach | Kyrtsou, Catherine; Mikropoulou, Christina; Papana, Angeliki |
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 |
2019 | Quantifying Interactions in Nonlinear Feedback Dynamics: A Time Series Analysis | Kyrtsou, Catherine; Mikropoulou, Christina |
2013 | Testing for Granger Causality in the Presence of Chaotic Dynamics | Hristu-Varsakelis, Dimitrios; Kyrtsou, Catherine |