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Search: subject:"LASSO-VAR model"
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bank systemic risk
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insurance institutional shareholding
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least absolute shrinkage and selection operator-vector autoregression (LASSO-VAR) model
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ECONIS (ZBW)
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Insurance institutional shareholding and banking systemic risk contagion : an empirical study based on a least absolute shrinkage and selection operator-vector autoregression high-dimensional network
Song, Xiaotong
;
Xing, Tiancai
;
Li, Xiaoyi
- In:
Journal of risk
25
(
2023
)
3
,
pp. 49-76
Persistent link: https://www.econbiz.de/10014283892
Saved in:
2
Insurance institutional shareholding and banking systemic risk contagion : an empirical study based on a least absolute shrinkage and selection operator-vector autoregression high-dimensional network
Song, Xiaotong
;
Xing, Tiancai
;
Li, Xiaoyi
- In:
Journal of risk : JOR
25
(
2023
)
3
,
pp. 49-76
Persistent link: https://www.econbiz.de/10014487090
Saved in:
3
The connectedness in the world petroleum futures markets using a Quantile VAR approach
Jena, Sangram Keshari
;
Tiwari, Aviral Kumar
;
Abakah, …
- In:
Journal of commodity markets
27
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014276628
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