Modelling Information Flows in Financial Markets (Q5072621)
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scientific article; zbMATH DE number 5936946
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modelling Information Flows in Financial Markets |
scientific article; zbMATH DE number 5936946 |
Statements
Modelling Information Flows in Financial Markets (English)
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29 April 2022
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8 August 2011
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information-based asset pricing
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information filter
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price formation
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statistical arbitrage
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cash-flow structure
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signal
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market noise
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Brownian bridge
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stochastic volatility
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