Detection of Information Flow in Major International Financial Markets by Interactivity Network Analysis
| Year of publication: |
2011
|
|---|---|
| Authors: | Allali, Abdelwahab ; Oueslati, Amor ; Trabelsi, Abdelwahed |
| Published in: |
Asia-Pacific Financial Markets. - Springer, ISSN 1387-2834. - Vol. 18.2011, 3, p. 319-344
|
| Publisher: |
Springer |
| Subject: | Time series | Frequency domain analysis | Graphical models | Partial directed coherence | Granger causality | Instantaneous causality | Global Markov properties | Information transmission | International financial market | VAR model |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10009327795