NetVIX -- a network volatility index of financial markets (Q2116552)

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scientific article; zbMATH DE number 7491719
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    NetVIX -- a network volatility index of financial markets
    scientific article; zbMATH DE number 7491719

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      NetVIX -- a network volatility index of financial markets (English)
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      17 March 2022
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      centrality
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      COVID-19
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      financial crises
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      NetVIX
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      contagion effect
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      VAR
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      VIX
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