Detection of information flow in major international financial markets by interactivity network analysis
type: Item
instance of: scholarly article
title: Detection of information flow in major international financial markets by interactivity network analysis
zbMATH Open document ID: 1274.91484
author: Abdelwahab Allali
author: Amor Oueslati
author: Abdelwahed Trabelsi
published in: Asia-Pacific Financial Markets
publication date: 2011-12-13T00:00:00Z
Mathematics Subject Classification ID: 91G70
Mathematics Subject Classification ID: 91B24
zbMATH DE Number: 5988035
zbMATH Keywords: time series
zbMATH Keywords: frequency domain analysis
zbMATH Keywords: graphical models
zbMATH Keywords: partial directed coherence
zbMATH Keywords: Granger causality
zbMATH Keywords: instantaneous causality
zbMATH Keywords: global Markov properties
zbMATH Keywords: information transmission
zbMATH Keywords: international financial market
zbMATH Keywords: VAR model
describes a project that uses: MIM
MaRDI profile type: Publication
full work available at URL: s10690-010-9133-1
OpenAlex ID: W1987627636
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DOI: 10.1007/S10690-010-9133-1
description: scientific article; zbMATH DE number 5988035