Mapping Crisis-Driven Market Dynamics: A Transfer Entropy and Kramers-Moyal Approach to Financial Networks

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Khalilian, Pouriya, Golestani, Amirhossein N., Eslamifar, Mohammad, Firouzjaee, Mostafa T., Firouzjaee, Javad T.
Format:	Preprint
Published:	2025
Subjects:	Statistical Finance Physics and Society
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Be the first to leave a comment!

Similar Items