Applying deep learning method in TVP-VAR model under systematic financial risk monitoring and early warning-Reference-Cited by-同舟云学术

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Applying deep learning method in TVP-VAR model under systematic financial risk monitoring and early warning

Published:2021-01 Issue: Volume:382 Page:113065
ISSN:0377-0427
Container-title:Journal of Computational and Applied Mathematics
language:en
Short-container-title:Journal of Computational and Applied Mathematics

Author:

Huang Anzhong,Qiu Lening,Li Zheng

Funder

ministry of education of PRC

Anhui province social science association project

Publisher

Elsevier BV

Subject

Applied Mathematics,Computational Mathematics

Reference35 articles.

1. The systemic risk of European banks during the financial and sovereign debt crises;Black;J. Bank. Financ.,2016

2. Time-varying risk premium in large cross-sectional equity data sets;Gagliardini;Econometrica,2016

3. Elimination of systemic risk in financial networks by means of a systemic risk transaction tax;Poledna;Quant. Finance,2016

4. Hidden power of the big three? Passive index funds, re-concentration of corporate ownership, and new financial risk;Fichtner;Bus. Polit.,2017

5. Fiscal developments and financial stress: a threshold VAR analysis;Afonso;Empir. Econ.,2018

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