Detection of information flow in major international financial markets by interactivity network analysis (Q651378): Difference between revisions

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Latest revision as of 18:19, 4 July 2024

scientific article
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Detection of information flow in major international financial markets by interactivity network analysis
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    Detection of information flow in major international financial markets by interactivity network analysis (English)
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    13 December 2011
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    time series
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    frequency domain analysis
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    graphical models
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    partial directed coherence
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    Granger causality
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    instantaneous causality
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    global Markov properties
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    information transmission
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    international financial market
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    VAR model
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