Unraveling S&P500 stock volatility and networks – an encoding-and-decoding approach
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Publication:5079389
DOI10.1080/14697688.2021.2020327zbMath1491.91136arXiv2101.09395OpenAlexW3121525057MaRDI QIDQ5079389
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Publication date: 27 May 2022
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2101.09395
Financial networks (including contagion, systemic risk, regulation) (91G45) Financial markets (91G15)
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