Structure of a Global Network of Financial Companies Based on Transfer Entropy
This work uses the stocks of the 197 largest companies in the world, in terms of market capitalization, in the financial area, from 2003 to 2012. We study the causal relationships between them using Transfer Entropy, which is calculated using the stocks of those companies and their counterparts lagg...
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| Format: | Article |
| Language: | English |
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MDPI AG
2014-08-01
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| Series: | Entropy |
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| Online Access: | http://www.mdpi.com/1099-4300/16/8/4443 |