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Network analysis of the e-MID overnight money market: the informational value of different aggregation levels for intrinsic dynamic processes

Karl Finger, Daniel Fricke, Thomas Lux. Network analysis of the e-MID overnight money market: the informational value of different aggregation levels for intrinsic dynamic processes. Comput. Manag. Science, 10(2-3):187-211, 2013. [doi]

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