A carregar...
The Impact of Financial and Macroeconomic Shocks on the Entropy of Financial Markets
We propose here a method to analyze whether financial and macroeconomic shocks influence the entropy of financial networks. We derive a measure of entropy using the correlation matrix of the stock market components of the DOW Jones Industrial Average (DJIA) index. Using VAR models in different speci...
Na minha lista:
| Publicado no: | Entropy (Basel) |
|---|---|
| Main Authors: | , |
| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
MDPI
2019
|
| Assuntos: | |
| Acesso em linha: | https://ncbi.nlm.nih.gov/pmc/articles/PMC7514798/ https://ncbi.nlm.nih.gov/pubmed/33267030 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.3390/e21030316 |
| Tags: |
Adicionar Tag
Sem tags, seja o primeiro a adicionar uma tag!
|