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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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Dades bibliogràfiques
Publicat a:PLoS One
Autors principals: Li, Weibo, Liu, Wei, Wu, Lei, Guo, Xue
Format: Artigo
Idioma:Inglês
Publicat: Public Library of Science 2021
Matèries:
Accés en línia: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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