A network analysis of the volatility of high dimensional financial series (Q6645780)
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scientific article; zbMATH DE number 7951447
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A network analysis of the volatility of high dimensional financial series |
scientific article; zbMATH DE number 7951447 |
Statements
A network analysis of the volatility of high dimensional financial series (English)
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29 November 2024
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dynamic factor models
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sparse vector auto-regression models
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Standard \& Poor's 100 index
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systemic risk
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volatility
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