Exploitation of Information as a Trading Characteristic: A Causality-Based Analysis of Simulated and Financial Data

by Catherine Kyrtsou, Christina Mikropoulou, Angeliki Papana
Published 2020-10-01

Assessment of resampling methods for causality testing: A note on the US inflation behavior.

by Angeliki Papana, Catherine Kyrtsou, Dimitris Kugiumtzis, Cees Diks
Published 2017-01-01

Simulation Study of Direct Causality Measures in Multivariate Time Series

by Cees Diks, Catherine Kyrtsou, Dimitris Kugiumtzis, Angeliki Papana
Published 2013-07-01