中国科学院机构知识库网格
Chinese Academy of Sciences Institutional Repositories Grid
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CAS IR Grid
机构
数学与系统科学研究院 [3]
采集方式
OAI收割 [3]
内容类型
期刊论文 [3]
发表日期
2022 [1]
2021 [1]
2009 [1]
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Multilayer Financial Complex Networks and Their Applications
期刊论文
OAI收割
IEEE TRANSACTIONS ON CIRCUITS AND SYSTEMS I-REGULAR PAPERS, 2022, 页码: 14
作者:
Li, Xuerong
;
Xu, Xiaoyue
;
Liu, Jiaqi
;
Dong, Jichang
;
Lu, Jinhu
  |  
收藏
  |  
浏览/下载:32/0
  |  
提交时间:2023/02/07
Couplings
Complex networks
Biological system modeling
Banking
Entropy
Analytical models
Urban areas
Financial networks
maximum entropy approach
multi-layer networks
risk contagion
spillover effects
Capture the contagion network of bitcoin - Evidence from pre and mid COVID-19
期刊论文
OAI收割
RESEARCH IN INTERNATIONAL BUSINESS AND FINANCE, 2021, 卷号: 58, 页码: 14
作者:
Guo, Xiaochun
;
Lu, Fengbin
;
Wei, Yunjie
  |  
收藏
  |  
浏览/下载:26/0
  |  
提交时间:2022/04/02
Bitcoin
COVID-19
Contagion
DAG
Financial market risk
Granger causality in risk and detection of extreme risk spillover between financial markets
期刊论文
OAI收割
JOURNAL OF ECONOMETRICS, 2009, 卷号: 150, 期号: 2, 页码: 271-287
作者:
Hong, Yongmiao
;
Liu, Yanhui
;
Wang, Shouyang
  |  
收藏
  |  
浏览/下载:19/0
  |  
提交时间:2018/07/30
Cross-spectrum
Extreme downside risk
Financial contagion
Granger causality in risk
Nonlinear time series
Risk management
Value at Risk