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Wissenschaftliche Publikationen
Franziska Peter
Originalarbeiten in wissenschaftlichen
Fachzeitschriften mit Review-Verfahren:
- Behrendt, Simon / Peter, Franziska / Zimmerann, David / Dimpfl, Thomas: RTransferEntropy - Quantifying Information Flow between Different Time Series Using Effective Transfer Entropy, SoftwareX, 2019 (10): 100265--.
- Dimpfl,Thomas / Peter, Franziska: Group transfer entropy with an application to cryptocurrencies, Physica A, 2019 (516): 543-551.
- Peter, Franziska / Dirkx, Philipp: Implementing the Fama-French five-factor model for the German stock market, Schmalenbach Business Review, 2019 (unter Begutachtung).
- Peter, Franziska / Grammig, Joachim: Tumbling Titans - The Changing Patterns of Price Discovery in the US Equity Market, Journal of Empirical Finance, 2019 (unter Begutachtung).
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