Directed acyclic graph based information shares for price discovery (Q2152334)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Directed acyclic graph based information shares for price discovery |
scientific article |
Statements
Directed acyclic graph based information shares for price discovery (English)
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8 July 2022
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structural VECM
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information shares
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microstructure noise
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independent component analysis
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directed acyclic graphs
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