Large spillover networks of nonstationary systems
Year of publication: |
2024
|
---|---|
Authors: | Chen, Shi ; Schienle, Melanie |
Subject: | Adaptive lasso | Cointegration | Connectedness | Exchange rates | Network | Nonstationary | Spillover | VECM | Kointegration | Spillover-Effekt | Spillover effect | Theorie | Theory | Unternehmensnetzwerk | Business network | Wechselkurs | Exchange rate | Zeitreihenanalyse | Time series analysis |
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