Large spillover networks of nonstationary systems
Shi Chen and Melanie Schienle
| Year of publication: |
2024
|
|---|---|
| Authors: | Chen, Shi ; Schienle, Melanie |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Abingdon : Taylor & Francis, ISSN 1537-2707, ZDB-ID 2043744-4. - Vol. 42.2024, 2, p. 422-436
|
| 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 |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07350015.2022.2099870 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015053412