A high-dimensional approach to measure connectivity in the financial sector (Q6128330)
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scientific article; zbMATH DE number 7832592
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A high-dimensional approach to measure connectivity in the financial sector |
scientific article; zbMATH DE number 7832592 |
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A high-dimensional approach to measure connectivity in the financial sector (English)
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15 April 2024
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debiased lasso
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systemic risk
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vector autoregression
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