Measuring network systemic risk contributions: a leave-one-out approach (Q1734536): Difference between revisions
From MaRDI portal
Created claim: Wikidata QID (P12): Q128752374, #quickstatements; #temporary_batch_1724714018853 |
Normalize DOI. |
||
| Property / DOI | |||
| Property / DOI: 10.1016/j.jedc.2018.12.001 / rank | |||
| Property / DOI | |||
| Property / DOI: 10.1016/J.JEDC.2018.12.001 / rank | |||
Normal rank | |||
Latest revision as of 06:42, 11 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Measuring network systemic risk contributions: a leave-one-out approach |
scientific article |
Statements
Measuring network systemic risk contributions: a leave-one-out approach (English)
0 references
27 March 2019
0 references
systemic risk
0 references
interconnectedness
0 references
financial networks
0 references
Granger causality
0 references
spurious causalities
0 references
leave-one-out
0 references
0 references
0 references
0 references
0 references
