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Risk spillover networks in financial system based on information theory

Since the financial system has illustrated an increasingly prominent characteristic of inextricable connections, information theory is gradually utilized to study the financial system. By collecting the daily data of industry index (2005-2020) and region index (2012-2020) listed in China as samples,...

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Detalhes bibliográficos
Publicado no:PLoS One
Main Authors: Li, Weibo, Liu, Wei, Wu, Lei, Guo, Xue
Formato: Artigo
Idioma:Inglês
Publicado em: Public Library of Science 2021
Assuntos:
Acesso em linha:https://ncbi.nlm.nih.gov/pmc/articles/PMC8213145/
https://ncbi.nlm.nih.gov/pubmed/34143795
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1371/journal.pone.0252601
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