"Inferring Dealer Networks in the Foreign Exchange Market Using Conditional ..."

Aleksander Janczewski, Ioannis Anagnostou, Drona Kandhai (2024)

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DOI: 10.3390/E26090738

access: open

type: Journal Article

metadata version: 2024-10-22

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Aleksander Janczewski, Ioannis Anagnostou, Drona Kandhai:
Inferring Dealer Networks in the Foreign Exchange Market Using Conditional Transfer Entropy: Analysis of a Central Bank Announcement. Entropy 26(9): 738 (2024)

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