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Comparison of six methods for the detection of causality in a bivariate time series
Title Comparison of six methods for the detection of causality in a bivariate time series Author Krakovská Anna 1963 SAVMER - Ústav merania SAV SCOPUS RID ORCID Co-authors Jakubík Jozef 1989 SAVMER - Ústav merania SAV SCOPUS RID Chvosteková Martina 1984 SAVMER - Ústav merania SAV SCOPUS RID ORCID Coufal D. Jajcay N. Paluš M. Source document Physical Review E. Vol. 97 (2018), art. no. 042207 Language eng - English Country US - United States of America Document kind rozpis článkov z periodík (rbx) Citations KYRTSOU, Catherine - KUGIUMTZIS, Dimitris - PAPANA, Angeliki. Further insights on the relationship between SP500, VIX and volume: a new asymmetric causality test(1). In EUROPEAN JOURNAL OF FINANCE. ISSN 1351-847X, 2019, vol. 25, no. 15, pp. 1402-1419. DIEGO, David - HAAGA, Kristian Agasoster - HANNISDAL, Bjarte. Transfer entropy computation using the Perron-Frobenius operator. In PHYSICAL REVIEW E. ISSN 2470-0045, 2019, vol. 99, no. 4. PUKENAS, Kazimieras. 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Distance preservation in state-space methods for detecting causal interactions in dynamical systems. In arXiv, 2023, https://doi.org/10.48550/arXiv.2308.06855. Category ADCA - Scientific papers in foreign journals registered in Current Contents Connect with IF (impacted) Category of document (from 2022) V3 - Vedecký výstup publikačnej činnosti z časopisu Type of document článok Year 2018 Registered in WOS Registered in SCOPUS Registered in CCC DOI 10.1103/PhysRevE.97.042207 
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File name Access Size Downloaded Type License Comparison of six methods for the detection of causality in a bivariate time series.pdf available 795.9 KB 2 Publisher's version rok CC IF IF Q (best) JCR Av Jour IF Perc SJR SJR Q (best) CiteScore A rok vydania rok metriky IF IF Q (best) SJR SJR Q (best) 2018 2017 2.284 Q1 0.979 Q1
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