Emerging interdependence between stock values during financial crashes

Metadata

Creators: Rocchi, Jacopo, Saad, David and Enoch Yan Lok, Tsui
Keywords: Finance, Time Series, Transfer Entropy
Divisions: College of Engineering and Physical Sciences > School of Informatics and Digital Engineering > Mathematics
Funders: Leverhulme Trust
Projects: Islands of tranquility in a non-equilibrium world
Grant number: RPG-2013-48
Data Publisher: Aston University
Date Made Available: 21 March 2017
Collection period:
FromTo
May 2015May 2015
Identification Number: https://doi.org/10.17036/researchdata.aston.ac.uk.00000212

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