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Quantitative Analysen zum deutschen und internationalen Luftfrachtmarkt

Prinz, Alexander - 2008 - 1. Aufl.

Persistent link: https://www.econbiz.de/10003750256

Price discovery in fragmented markets

Jong, Frank de; Schotman, Peter C. - 2003

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Time series properties of an artificial stock market

Arthur, W. Brian; LeBaron, Blake Dean; Palmer, Richard - 1997

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Time series properties of an artificial stock market

LeBaron, Blake Dean; Arthur, W. Brian; Palmer, Richard - In: Journal of economic dynamics & control 23 (1999) 9/10, pp. 1487-1516

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Sector Neutral Portfolios : Long Memory Motifs Persistence in Market Structure Dynamics

Turiel, Jeremy - 2019

We study soft persistence (existence in subsequent temporal layers of motifs from the initial layer) of motif structures in Triangulated Maximally Filtered Graphs (TMFG) generated from time-varying Kendall correlation matrices computed from stock prices log-returns over rolling windows with...

Persistent link: https://www.econbiz.de/10012860326