46 citations · 308 across the 16 of their papers we have counts for
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physics.soc-ph2005
Transfer Entropy Analysis of the Stock Market
Seung Ki Baek, Woo-Sung Jung, Okyu Kwon +1
In terms of transfer entropy, we investigated the strength and the direction of information transfer in the US stock market. Through the directionality of the information transfer,…
physics.soc-ph2005★ 3 cited
Transfer Entropy Analysis of the Korean Stock Market
Seung Ki Baek, Woo-Sung Jung, Okyu Kwon +1
This paper has been withdrawn by the authors due to a crucial error in calculation.