Stochastic actor-oriented modelling of the impact of COVID-19 on financial network evolution

DOI10.1002/STA4.408MaRDI QIDQ6541822

Mike K. P. So, Amanda M. Y. Chu, Lupe S. H. Chan

Publication date: 21 May 2024

Published in: Stat (Search for Journal in Brave)

zbMATH Keywords

network analysissystemic risklongitudinal studyfinancial connectednesspandemic networks

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Efficient estimation of high-dimensional dynamic covariance by risk factor mapping: applications for financial risk management
• Financial network connectedness and systemic risk during the COVID-19 pandemic
• Estimation of stochastic actor-oriented models for the evolution of networks by generalized method of moments
• The Structure and Function of Complex Networks

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