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]
@article{WangWWLF21,
title = {Risk spillover network structure learning for correlated financial assets: A directed acyclic graph approach},
author = {Xiaokang Wang and Huiwen Wang and Zhichao Wang and Shan Lu 0008 and Ying Fan},
year = {2021},
doi = {10.1016/j.ins.2021.08.072},
url = {https://doi.org/10.1016/j.ins.2021.08.072},
researchr = {https://researchr.org/publication/WangWWLF21},
cites = {0},
citedby = {0},
journal = {Inf. Sci.},
volume = {580},
pages = {152-173},
}