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Information Flow between Bitcoin and Other Investment Assets
This paper studies the causal relationship between Bitcoin and other investment assets. We first test Granger causality and then calculate transfer entropy as an information-theoretic approach. Unlike the Granger causality test, we discover that transfer entropy clearly identifies causal interdepend...
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| Опубликовано в: : | Entropy (Basel) |
|---|---|
| Главные авторы: | , , , |
| Формат: | Artigo |
| Язык: | Inglês |
| Опубликовано: |
MDPI
2019
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| Предметы: | |
| Online-ссылка: | https://ncbi.nlm.nih.gov/pmc/articles/PMC7514459/ https://ncbi.nlm.nih.govhttp://dx.doi.org/10.3390/e21111116 |
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