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Results: 4
Number of items: 4
  • Diks, C., & Fang, H. (2020). Comparing density forecasts in a risk management context. International Journal of Forecasting, 36(2), 531-551. https://doi.org/10.1016/j.ijforecast.2019.07.006
  • Open Access
    Diks, C., & Fang, H. (2020). A Consistent Nonparametric Test for Granger Non-Causality Based on the Transfer Entropy. Entropy, 22(10), Article 1123. https://doi.org/10.3390/e22101123
  • Open Access
    Fang, H. (2018). Multivariate density forecast evaluation and nonparametric Granger causality testing. [Thesis, fully internal, Universiteit van Amsterdam].
  • Open Access
    Diks, C., & Fang, H. (2017). Transfer Entropy for Nonparametric Granger Causality Detection: An Evaluation of Different Resampling Methods. Entropy, 19(7), Article 372. https://doi.org/10.3390/e19070372
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