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subject:"Time series analysis"
~isPartOf:"Economic dynamics and sustainable development ; Part 2"
~isPartOf:"Journal of economic dynamics & control"
~subject:"Financial crisis"
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Assessing systemic risk due to fire sales spillover through maximum entropy network reconstruction
Di Gangi, Domenico
;
Lillo, Fabrizio
;
Pirino, Davide
- In:
Journal of economic dynamics & control
94
(
2018
),
pp. 117-141
Persistent link: https://www.econbiz.de/10012004377
Saved in:
2
Volatility analysis of Shanghai composite index and financial crises
Sheraz, Muhammad
;
Breda, Vasile
-
2016
Persistent link: https://www.econbiz.de/10013164574
Saved in:
3
A maximum entropy approach to estimation and inference in dynamic models or counting fish in the sea using maximum entropy
Golan, Amos
- In:
Journal of economic dynamics & control
20
(
1996
)
4
,
pp. 559-582
Persistent link: https://www.econbiz.de/10001194707
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