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Network properties and evolution of the Hungarian RTGS over the past decade
Bodnár, László
-
2017
Since the 2008 economic crisis, network research has become increasingly prominent in the world of finance. The complex interrelations and financial interdependencies formed among financial market participants have proved to be critical in times of crisis. In this paper, we explore the network...
Persistent link: https://www.econbiz.de/10011942751
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2
Network properties and evolution of the Hungarian RTGS over the past decade
Bodnár, László
-
2017
Since the 2008 economic crisis, network research has become increasingly prominent in the world of finance. The complex interrelations and financial interdependencies formed among financial market participants have proved to be critical in times of crisis. In this paper, we explore the network...
Persistent link: https://www.econbiz.de/10011729373
Saved in:
3
Stochastic flow diagrams
Calkin, Neil J.
;
López de Prado, Marcos
- In:
Algorithmic Finance
3
(
2014
)
1-2
,
pp. 21-42
shock. SFDs can simulate systems in stable, steady or explosive state. SFDs add
Topology
to the Statistical and Econometric …
Persistent link: https://www.econbiz.de/10010991432
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4
The
topology
of macro financial flows: An application of stochastic flow diagrams
Calkin, Neil J. Calkin
;
López de Prado, Marcos
- In:
Algorithmic Finance
3
(
2014
)
1-2
,
pp. 43-85
opportunities. SFDs add
Topology
to the Econometric toolkit used by Macroeconomists, and may enlighten perennial controversies, such …
Persistent link: https://www.econbiz.de/10010991437
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