NetVIX -- a network volatility index of financial markets

DOI10.1016/j.physa.2022.127017OpenAlexW4210856869MaRDI QIDQ2116552

Daniel Felix Ahelegbey, Paolo Giudici

Publication date: 17 March 2022

Published in: Physica A (Search for Journal in Brave)

Full work available at URL: http://dem-web.unipv.it/web/docs/dipeco/quad/ps/RePEc/pav/demwpp/DEMWP0192.pdf

zbMATH Keywords

VARcentralityfinancial crisesVIXCOVID-19contagion effectNetVIX

Mathematics Subject Classification ID

Statistical mechanics, structure of matter (82-XX)

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