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MODULATED INFORMATION FLOWS IN FINANCIAL MARKETS - MaRDI portal

MODULATED INFORMATION FLOWS IN FINANCIAL MARKETS (Q3304215)

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scientific article; zbMATH DE number 7516351
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English
MODULATED INFORMATION FLOWS IN FINANCIAL MARKETS
scientific article; zbMATH DE number 7516351

    Statements

    title
    MODULATED INFORMATION FLOWS IN FINANCIAL MARKETS (English)
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    author
    Edward Hoyle
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    Andrea Macrina
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    Levent Ali Mengütürk
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    publication date
    5 August 2020
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    29 April 2022
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    zbMATH Keywords
    information-based theory
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    jump-diffusion
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    point processes
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    stochastic volatility
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    asymmetric information
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    \(f\)-divergencies
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    Identifiers

    zbMATH Open document ID
    1447.91169
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    1489.91251
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    Mathematics Subject Classification ID
    91G15
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    91B44
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    91G20
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    60J74
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    60G55
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    zbMATH DE Number
    7228496
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    7516351
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    arXiv ID
    1708.06948
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    OpenAlex ID
    W4214671535
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