Network-based prediction of financial cross-sector risk spillover in China : a deep learning approach
Pan Tang, Wei Xu, Haosen Wang
| Year of publication: |
2024
|
|---|---|
| Authors: | Tang, Pan ; Xu, Wei ; Wang, Haosen |
| Published in: |
The North American journal of economics and finance : a journal of theory and practice. - Amsterdam [u.a.] : Elsevier Science, ISSN 1062-9408, ZDB-ID 2023759-5. - Vol. 72.2024, Art.-No. 102151, p. 1-23
|
| Subject: | Deep learning | Network forecasting | Risk network | Volatility spillover | China | Volatilität | Volatility | Spillover-Effekt | Spillover effect | Prognoseverfahren | Forecasting model | Unternehmensnetzwerk | Business network | Lernprozess | Learning process | Künstliche Intelligenz | Artificial intelligence | Risiko | Risk | Risikomanagement | Risk management | Finanzmarkt | Financial market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2024.102151 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014534833