Multi-feature evaluation of financial contagion
Jarosław Duda, Henryk Gurgul, Robert Syrek
| Year of publication: |
2022
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|---|---|
| Authors: | Duda, Jarosław ; Gurgul, Henryk ; Syrek, Robert |
| Published in: |
Central European journal of operations research. - Heidelberg : Physica-Verl., ISSN 1613-9178, ZDB-ID 2093829-9. - Vol. 30.2022, 4, p. 1167-1194
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| Subject: | Conditional correlation | Contagion | Feature extraction | Hierarchical correlation reconstruction/HCR/ | Nonstationarity analysis | Principal component analysis | Korrelation | Correlation | Ansteckungseffekt | Contagion effect | Finanzkrise | Financial crisis | Theorie | Theory | Spillover-Effekt | Spillover effect | Hauptkomponentenanalyse | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10100-021-00756-3 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013445701