NetVIX -- a network volatility index of financial markets (Q2116552)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | NetVIX -- a network volatility index of financial markets |
scientific article |
Statements
NetVIX -- a network volatility index of financial markets (English)
0 references
17 March 2022
0 references
centrality
0 references
COVID-19
0 references
financial crises
0 references
NetVIX
0 references
contagion effect
0 references
VAR
0 references
VIX
0 references
0 references
0 references