Risk spillover network structure learning for correlated financial assets: A directed acyclic graph approach
Xiaokang Wang, Huiwen Wang, Zhichao Wang, Shan Lu, Ying Fan
Topics & Concepts
Directed acyclic graphEconometricsComputer scienceOrthogonalizationRegressionFinancial assetGraphAsset (computer security)FinanceMathematicsAlgorithmEconomicsStatisticsTheoretical computer scienceComputer securityStatistical Methods and InferenceMarket Dynamics and VolatilityStock Market Forecasting Methods