Information diffusion, cluster formation and entropy-based network dynamics in equity and commodity markets

Authors: Stelios Bekiros; Duc Khuong Nguyen; Leonidas Sandoval Junior; Gazi Salah Uddin

Journal: European Journal of Operational Research

Publisher: Elsevier BV

Issn: 0377-2217

Link: https://doi.org/10.1016/j.ejor.2016.06.052

Volume: 256

Issue: 3

Year: 2017