Pages that link to "Item:Q651378"
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The following pages link to Detection of information flow in major international financial markets by interactivity network analysis (Q651378):
Displaying 8 items.
- Conditional independence graph for nonlinear time series and its application to international financial markets (Q1672948) (← links)
- Dynamic contagion of systemic risks on global main equity markets based on Granger causality networks (Q1727318) (← links)
- Systemic risk and causality dynamics of the world international shipping market (Q1783122) (← links)
- Identification of information networks in stock markets (Q2246787) (← links)
- Financial interaction networks inferred from traded volumes (Q3301995) (← links)
- Diverse Causality Inference in Foreign Exchange Markets (Q4990653) (← links)
- Multilayer information spillover networks: measuring interconnectedness of financial institutions (Q5014249) (← links)
- Brexit news propagation in financial systems: multidimensional visibility networks for market volatility dynamics (Q5079388) (← links)