QR Kodea

Research on Dynamic Measurement and Early Warning of Systemic Financial Risk in China Based on TVP-FAVAR and Deep Learning Model

With the accelerated development of economic globalization, it is of great significance to strengthen the ability to measure, evaluate, and warn of systemic financial risks for preventing and defusing financial risks. Thus, this research established the Time-Varying Parameter Factor-Augmented Vector...

Deskribapen osoa

Gorde:
Xehetasun bibliografikoak
Egile Nagusiak: Hufang Yang, Luyi Liu, Jieyang Cui, Wenbin Wu, Yuyang Gao
Formatua: Artigo
Hizkuntza:Inglês
Argitaratua: MDPI AG 2025-08-01
Saila:Systems
Gaiak:
Sarrera elektronikoa:https://www.mdpi.com/2079-8954/13/8/720
Etiketak: Etiketa erantsi
Etiketarik gabe, Izan zaitez lehena erregistro honi etiketa jartzen!