mw. A. (Angeliki) Papana


  • Faculteit Economie en Bedrijfskunde
    Sectie Quantitative Economics
  • Bezoekadres
    REC E
    Roetersstraat 11  Amsterdam
  • Postadres:
    Postbus  15867
    1001 NJ  Amsterdam
  • A.Papana@uva.nl

2016

  • Papana, A., Kyrtsou, C., Kugiumtzis, D., & Diks, C. (2016). Detecting Causality in Non-stationary Time Series Using Partial Symbolic Transfer Entropy: Evidence in Financial Data. Computational Economics, 47(3), 341-365. DOI: 10.1007/s10614-015-9491-x [details]

2013

  • Papana, A., Kyrtsou, C., Kugiumtzis, D., & Diks, C. (2013). Simulation study of direct causality measures in multivariate time series. Entropy, 15(7), 2635-2661. DOI: 10.3390/e15072635 [details] [PDF]

2014

  • Papana, A., Kyrtsou, C., Kugiumtzis, D., & Diks, C. (2014). Assessment of resampling methods for causality testing. (CeNDEF Working Paper; No. 14-08). Amsterdam: University of Amsterdam. [details]
  • Papana, A., Kyrtsou, C., Kugiumtzis, D., & Diks, C. (2014). Identifying causal relationships in case of non-stationary time series. (CeNDEF Working Paper; No. 14-09). Amsterdam: University of Amsterdam. [details]

2013

  • Papana, A., Kyrtsou, C., Kugiumtzis, D., & Diks, C. (2013). Partial Symbolic Transfer Entropy. (CeNDEF Working paper; No. 13-16). Amsterdam: University of Amsterdam. [details]
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