Pages that link to "Item:Q5147994"
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The following pages link to INFORMATION FLOW DEPENDENCE IN FINANCIAL MARKETS (Q5147994):
Displaying 12 items.
- The time cost of information in financial markets (Q1757563) (← links)
- The speed of information revelation in a financial market mechanism (Q1906727) (← links)
- Correlating Lévy processes with self-decomposability: applications to energy markets (Q2064647) (← links)
- Calibration for weak variance-alpha-gamma processes (Q2176361) (← links)
- On “Acquisition of Information in Financial Markets” (Q3528173) (← links)
- Information Transmission Across Eurodollar Futures Markets (Q4216111) (← links)
- INFORMATION DYNAMICS IN FINANCIAL MARKETS (Q4519545) (← links)
- Marginal consistent dependence modelling using weak subordination for Brownian motions (Q4619532) (← links)
- Information Acquisition in Financial Markets (Q4949576) (← links)
- Modelling Information Flows in Financial Markets (Q5072621) (← links)
- Information linkages in a financial market with imperfect competition (Q6165252) (← links)
- The variance gamma++ process and applications to energy markets (Q6580711) (← links)