News-implied linkages and local dependency in the equity market (Q6108277): Difference between revisions
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Revision as of 11:30, 30 July 2024
scientific article; zbMATH DE number 7704473
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | News-implied linkages and local dependency in the equity market |
scientific article; zbMATH DE number 7704473 |
Statements
News-implied linkages and local dependency in the equity market (English)
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29 June 2023
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spatial asset pricing model
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weak and strong cross-sectional dependence
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local dependency
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networks
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big data
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large heterogeneous panel
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