Risk spillover network structure learning for correlated financial assets: a directed acyclic graph approach (Q6146173)
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scientific article; zbMATH DE number 7786195
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk spillover network structure learning for correlated financial assets: a directed acyclic graph approach |
scientific article; zbMATH DE number 7786195 |
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Risk spillover network structure learning for correlated financial assets: a directed acyclic graph approach (English)
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10 January 2024
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directed acyclic graph
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partial least squares
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risk spillover
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variable screening
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