搜索结果: 1-1 共查到“理论经济学 Information transfer”相关记录1条 . 查询时间(0.131 秒)
Renyi's information transfer between financial time series
Econophysics R´ enyi entropy Information transfer Financial time series
2011/7/4
In this paper we quantify the statistical coherence between financial time series by means of
R´enyi’s entropy. With the help of Cambell’s coding theorem we show that R´enyi’s entropy sel...