A financial risk meter for China
Year of publication: |
2021
|
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Authors: | Wang, Ruting ; Althof, Michael ; Härdle, Wolfgang |
Publisher: |
Berlin : Humboldt-Universität zu Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series" |
Subject: | FRM (Financial Risk Meter) | Lasso Quantile Regression | Financial Network | China | Shapley value |
Series: | IRTG 1792 Discussion Paper ; 2021-022 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 178208584X [GVK] hdl:10419/248438 [Handle] RePEc:zbw:irtgdp:2021022 [RePEc] |
Classification: | C30 - Econometric Methods: Multiple/Simultaneous Equation Models. General ; c58 ; G11 - Portfolio Choice ; G15 - International Financial Markets ; G21 - Banks; Other Depository Institutions; Mortgages |
Source: |
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