Tail Risk Association Network Based on the Logit-Lasso Vector Autoregressive Model
Author:
Affiliation:
1. Mathematics Teaching Department, Sichuan University Jinjiang College, China
2. School of Economics, Sichuan University, China
3. Bay Area International Business School, Beijing Normal University, China
Publisher
ACM
Link
https://dl.acm.org/doi/pdf/10.1145/3659211.3659212
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4. Measuring contagion effects between crude oil and Chinese stock market sectors [J];Fang S;Quarterly Review of Economics & Finance
5. Systemic Risk and Stability in Financial Networks [J];Acemoglu D;Social Science Electronic Publishing,2015
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