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Persistent link: https://www.econbiz.de/10009765302
We propose a new set of stylized facts quantifying the structure of financial markets. The key idea is to study the combined structure of both investment strategies and prices in order to open a qualitatively new level of understanding of financial and economic markets. We study the detailed...
Persistent link: https://www.econbiz.de/10009273136
We propose a new set of stylized facts quantifying the structure of financial markets. The key idea is to study the combined structure of both investment strategies and prices in order to open a qualitatively new level of understanding of financial and economic markets. We study the detailed...
Persistent link: https://www.econbiz.de/10013096266
Persistent link: https://www.econbiz.de/10010148396
We propose a new set of stylized facts quantifying the structure of financial markets. The key idea is to study the combined structure of both investment strategies and prices in order to open a qualitatively new level of understanding of financial and economic markets. We study the detailed...
Persistent link: https://www.econbiz.de/10009003535