Similar Search Results

Network analysis of the Shanghai stock exchange based on partial mutual information

You, Tao; Fiedor, Paweł; Hołda, Artur - In: Journal of Risk and Financial Management 8 (2015) 2, pp. 266-284

Analyzing social systems, particularly financial markets, using a complex network approach has become one of the most popular fields within econophysics. A similar trend is currently appearing within the econometrics and finance communities, as well. In this study, we present a...

Persistent link: https://www.econbiz.de/10011843260

Eccentricity in asset management

Kaya, Hakan - In: The journal of network theory in finance 1 (2015) 1, pp. 1-32

Persistent link: https://www.econbiz.de/10011374587

Network analysis of the Shanghai stock exchange based on partial mutual information

You, Tao; Fiedor, Paweł; Hołda, Artur - In: Journal of risk and financial management : JRFM 8 (2015) 2, pp. 266-284

Persistent link: https://www.econbiz.de/10011545289

Revisiting serial dependence in the stock markets of the G7 countries, Portugal, Spain and Greece

Ferreira, Paulo; Dionísio, Andreia - In: Applied financial economics 24 (2014) 4/6, pp. 319-331

Persistent link: https://www.econbiz.de/10010399410

Information acquisition in citizen and representative assemblies

Kwiek, Maksymilian - 2020

Persistent link: https://www.econbiz.de/10013164754

Persuasion with limited communication capacity

Treust, Maël le; Tomala, Tristan - 2017

channel that has a fixed and limited number of messages and is subject to exogenous noise. We provide an upper bound on the …

Persistent link: https://www.econbiz.de/10012106139

Interconnectedness risk and active portfolio management : the information-theoretic perspective

Baitinger, Eduard; Papenbrock, Jochen - In: The journal of network theory in finance 3 (2017) 4, pp. 25-47

Persistent link: https://www.econbiz.de/10012005415

On the economic value of signals

Bagh, Adib; Kusunose, Yoko - In: The B.E. journal of theoretical economics 20 (2020) 1, pp. 1-19

Persistent link: https://www.econbiz.de/10012170679

Uncertainty, information, and disagreement of economic forecasters

Shoja, Mehdi; Soofi, Ehsan S. - In: Econometric reviews 36 (2017) 6/9, pp. 796-817

Persistent link: https://www.econbiz.de/10011795499

Information Measures for Nonparametric Kernel Estimation

Beheshti, Neshat; Racine, Jeffrey S.; Soofi, Ehsan S. - Department of Economics, McMaster University - 2015

This paper addresses the following question: How much information do the kernel function and the bandwidth provide for nonparametric kernel estimation? The question is addressed by showing that kernel estimation of a cumulative distribution function (CDF) is an information transmission procedure...

Persistent link: https://www.econbiz.de/10011269074