Large-Scale Dynamics of Equity Markets of Variable Size - An Empirical Analysis

Large-Scale Dynamics of Equity Markets of Variable Size - An Empirical Analysis

Save Big on Coursera Plus. 7,000+ courses at $160 off. Limited Time Only! Grab it Explore a detailed quantitative finance seminar presentation examining the empirical analysis of large-scale dynamics in equity markets with varying sizes, delivered by Martin Larsson from Carnegie Mellon University at the Fields Institute Quantitative Finance Seminar series.