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

Title
Risk spillover network structure learning for correlated financial assets: A directed acyclic graph approach
Authors
Keywords
Directed acyclic graph, Partial least squares, Risk spillover, Variable screening
Journal
INFORMATION SCIENCES
Volume 580, Issue -, Pages 152-173
Publisher
Elsevier BV
Online
2021-08-24
DOI
10.1016/j.ins.2021.08.072

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