Risk spillover network structure learning for correlated financial assets: a directed acyclic graph approach
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Publication:6146173
DOI10.1016/j.ins.2021.08.072OpenAlexW3193535100MaRDI QIDQ6146173
Shan Lu, Hui-Wen Wang, Xiaokang Wang, Zhichao Wang, Ying Fan
Publication date: 10 January 2024
Published in: Information Sciences (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ins.2021.08.072
Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)
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