Pages that link to "Item:Q5112726"
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The following pages link to The Multivariate Kyle Model: More is Different (Q5112726):
Displaying 4 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)
- Instabilities in multi-asset and multi-agent market impact games (Q6549605) (← links)
