Detection of Information Flow in Major International Financial Markets by Interactivity Network Analysis
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Bibliographic InfoArticle provided by Springer in its journal Asia-Pacific Financial Markets.
Volume (Year): 18 (2011)
Issue (Month): 3 (September)
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Web page: http://springerlink.metapress.com/link.asp?id=102851
Time series; Frequency domain analysis; Graphical models; Partial directed coherence; Granger causality; Instantaneous causality; Global Markov properties; Information transmission; International financial market; VAR model;
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