Risk spillover network structure learning for correlated financial assets: A directed acyclic graph approach
Work
Year: 2021
Type: article
Source: Information Sciences
Institutions Beihang University, Industrial and Commercial Bank of China, Central University of Finance and Economics
Cites: 50
Cited by: 16
Related to: 10
FWCI: 2.577
Citation percentile (by year/subfield): 69.28
Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Sustainable Development Goal Good health and well-being
Open Access status: closed