English

Transfer Entropy Analysis of the Korean Stock Market

Physics and Society 2007-05-23 v2 Statistical Mechanics

Abstract

This paper has been withdrawn by the authors due to a crucial error in calculation.

Keywords

Cite

@article{arxiv.physics/0504067,
  title  = {Transfer Entropy Analysis of the Korean Stock Market},
  author = {Seung Ki Baek and Woo-Sung Jung and Okyu Kwon and Hie-Tae Moon},
  journal= {arXiv preprint arXiv:physics/0504067},
  year   = {2007}
}

Comments

This paper has been withdrawn