Multi-feature evaluation of financial contagion
Year of publication: |
2022
|
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Authors: | Duda, Jarosław ; Gurgul, Henryk ; Syrek, Robert |
Published in: |
Central European journal of operations research. - Heidelberg : Physica-Verl., ISSN 1613-9178, ZDB-ID 2093829-9. - Vol. 30.2022, 4, p. 1167-1194
|
Subject: | Conditional correlation | Contagion | Feature extraction | Hierarchical correlation reconstruction/HCR/ | Nonstationarity analysis | Principal component analysis | Theorie | Theory | Korrelation | Correlation | Ansteckungseffekt | Contagion effect | Finanzkrise | Financial crisis |
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