Multi-feature evaluation of financial contagion (Q2103926)

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scientific article; zbMATH DE number 7630650
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English
Multi-feature evaluation of financial contagion
scientific article; zbMATH DE number 7630650

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    Multi-feature evaluation of financial contagion (English)
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    9 December 2022
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    contagion
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    nonstationarity analysis
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    conditional correlation
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    hierarchical correlation reconstruction/HCR/
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    principal component analysis
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    feature extraction
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