当前位置: X-MOL 学术Econ. Lett. › 论文详情
Our official English website, www.x-mol.net, welcomes your feedback! (Note: you will need to create a separate account there.)
Computing posterior signals and endogenous parameters in a dealer trading network
Economics Letters ( IF 2.1 ) Pub Date : 2021-07-17 , DOI: 10.1016/j.econlet.2021.110000
Christos I. Giannikos 1 , Richmond Kyei-Fordjour 1
Affiliation  

A numerical procedure to obtain posterior valuation signals in a theoretical equilibrium of an interdealer trading network is derived by harnessing a transformation of the adjacency matrix of the network. Applying transaction prices and quantities, the procedure leads to recovery of the endogenous parameters of the network.



中文翻译:

计算经销商交易网络中的后验信号和内生参数

通过利用网络的邻接矩阵的变换,推导出在交易商间交易网络的理论均衡中获得后验估值信号的数值程序。应用交易价格和数量,该过程导致网络内生参数的恢复。

更新日期:2021-08-03
down
wechat
bug