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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
Saved in:
2
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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