Financial time series analysis based on effective phase transfer entropy

2017 ◽  
Vol 468 ◽  
pp. 398-408 ◽  
Author(s):  
Pengbo Yang ◽  
Pengjian Shang ◽  
Aijing Lin
Keyword(s):  
Time Series ◽  
Time Series Analysis ◽  
Phase Transfer ◽  
Financial Time Series ◽  
Transfer Entropy ◽  
Financial Time ◽  
Series Analysis ◽  
Effective Phase

scholarly journals Bayesian Compressed Vector Autoregression for Financial Time-Series Analysis and Forecasting

IEEE Access ◽  
2019 ◽  
Vol 7 ◽  
pp. 16777-16786 ◽  
Author(s):  
Paponpat Taveeapiradeecharoen ◽  
Kosin Chamnongthai ◽  
Nattapol Aunsri
Keyword(s):  
Time Series ◽  
Time Series Analysis ◽  
Vector Autoregression ◽  
Financial Time Series ◽  
Financial Time ◽  
Series Analysis
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