Work

Nonparanormal hidden semi-Markov graphical models for analyzing financial markets interconnectivity

Year: 2026

Type: article

Source: Journal of the Royal Statistical Society Series A (Statistics in Society)

DOI: 10.1093/jrsssa/qnag054

Authors: Emilio Ferrante, Beatrice Foroni, Luca Merlo, Lea Petrella

Institutions: Sapienza University of Rome, Link Campus University

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W7153999724

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Cites: 54

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