Risk spillover network structure learning for correlated financial assets: A directed acyclic graph approach

Xiaokang Wang, Huiwen Wang, Zhichao Wang, Shan Lu 0008, Ying Fan. Risk spillover network structure learning for correlated financial assets: A directed acyclic graph approach. Inf. Sci., 580:152-173, 2021. [doi]

Authors

Xiaokang Wang

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Huiwen Wang

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Zhichao Wang

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Shan Lu 0008

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Ying Fan

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