Detection of information flow in major international financial markets by interactivity network analysis (Q651378)
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scientific article; zbMATH DE number 5988035
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| English | Detection of information flow in major international financial markets by interactivity network analysis |
scientific article; zbMATH DE number 5988035 |
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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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0.7296605706214905
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0.7224762439727783
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0.7183053493499756
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0.7067404985427856
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