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Results: 7
Number of items: 7
  • Papana, A., Kyrtsou, C., Kugiumtzis, D., & Diks, C. (2017). Financial networks based on Granger causality: A case study. Physica A: Statistical Mechanics and its Applications, 482, 65-73. https://doi.org/10.1016/j.physa.2017.04.046
  • Open Access
    Papana, A., Kyrtsou, C., Kugiumtzis, D., & Diks, C. (2017). Assessment of Resampling Methods for Causality Testing: A note on the US Inflation Behavior. PLoS ONE, 12(7), Article e0180852. https://doi.org/10.1371/journal.pone.0180852
  • Papana, A., Kyrtsou, C., Kugiumtzis, D., & Diks, C. (2016). Detecting Causality in Non-stationary Time Series Using Partial Symbolic Transfer Entropy: Evidence in Financial Data. Computational Economics, 47(3), 341-365. https://doi.org/10.1007/s10614-015-9491-x
  • Papana, A., Kyrtsou, C., Kugiumtzis, D., & Diks, C. (2014). Identifying causal relationships in case of non-stationary time series. (CeNDEF Working Paper; No. 14-09). University of Amsterdam. http://www1.fee.uva.nl/cendef/publications/papers/Non_stat_causality.pdf
  • Papana, A., Kyrtsou, C., Kugiumtzis, D., & Diks, C. (2014). Assessment of resampling methods for causality testing. (CeNDEF Working Paper; No. 14-08). University of Amsterdam. http://www1.fee.uva.nl/cendef/publications/papers/ResamplingPaper_1.pdf
  • Papana, A., Kyrtsou, C., Kugiumtzis, D., & Diks, C. (2013). Partial Symbolic Transfer Entropy. (CeNDEF Working paper; No. 13-16). University of Amsterdam.
  • Open Access
    Papana, A., Kyrtsou, C., Kugiumtzis, D., & Diks, C. (2013). Simulation study of direct causality measures in multivariate time series. Entropy, 15(7), 2635-2661. https://doi.org/10.3390/e15072635
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