Directed acyclic graph based information shares for price discovery
Sebastiano Michele Zema
| Year of publication: |
2022
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|---|---|
| Authors: | Zema, Sebastiano Michele |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 139.2022, p. 1-15
|
| Subject: | Directed acyclic graphs | Independent component analysis | Information shares | Microstructure noise | Structural VECM |
| Description of contents: | Description [doi.org] |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Corrigendum enthalten in: Volume 148, March 2023, ohne Seitenangabe |
| Other identifiers: | 10.1016/j.jedc.2022.104434 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013464838