Dependency relations among stock market indices using transfer entropy : evidence from Bursa Malaysia / Izzul Adha Mohd Razali
Quite a number of literature exists on networks in finance and most of them are usually related to interbank market to find the correlation between borrowing and lending only. However, there were less studies of dependency between stock market indices. The current study seeks to explain the methods...
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| Format: | Student Project |
| Language: | English |
| Published: |
2016
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| Online Access: | https://ir.uitm.edu.my/id/eprint/73042/1/73042.pdf https://ir.uitm.edu.my/id/eprint/73042/ |
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