Pages that link to "Item:Q5112726"

The following pages link to The Multivariate Kyle Model: More is Different (Q5112726):

Displaying 3 items.

• How to build a cross-impact model from first principles: theoretical requirements and empirical results (Q5079390) (← links)
• A characterisation of cross-impact kernels (Q6105369) (← links)
• Kyle-back models with risk aversion and non-Gaussian beliefs (Q6138899) (← links)