Unveiling the relation between herding and liquidity with trader lead-lag networks (Q4957237): Difference between revisions

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Latest revision as of 12:51, 26 July 2024

scientific article; zbMATH DE number 7390939
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English
Unveiling the relation between herding and liquidity with trader lead-lag networks
scientific article; zbMATH DE number 7390939

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    Unveiling the relation between herding and liquidity with trader lead-lag networks (English)
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    3 September 2021
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    complexity in finance
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    econophysics
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    herding
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    statistical mechanics
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    time series analysis
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    estimation of stochastic systems
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