Citation map · Study

SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Normalizing the causality between time series

7 references·2 citing·24 second hop

FromToDepth

this work references cited by second hop

References

1969Investigating Causal Relations by Econometric Models and Cross-spectral Methods22,971 cited
2000An Introduction to Econophysics: Correlations and Complexity in Finance2,342 cited
2009Granger Causality and Transfer Entropy Are Equivalent for Gaussian Variables1,149 cited
2007Causality detection based on information-theoretic approaches in time series analysis804 cited
2002Analysing the information flow between financial time series448 cited
2014Unraveling the cause-effect relation between time series412 cited
2013Causation entropy identifies indirect influences, dominance of neighbors and anticipatory couplings187 cited

Cited by

2021Normalized multivariate time series causality analysis and causal graph reconstruction115 cited
2017Multiscale Granger causality76 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work