Copertina

Dynamic Analyses of Contagion Risk and Module Evolution on the SSE A-Shares Market Based on Minimum Information Entropy

Fuente: arXiv

Salvato in:

Dettagli Bibliografici
Autori principali:	Chen, Muzi, Wang, Yuhang, Wu, Boyao, Huang, Difang
Natura:	Preprint
Pubblicazione:	2024
Soggetti:	Econometrics
Accesso online:	Acceder al recurso
Tags:	Aggiungi Tag Nessun Tag, puoi essere il primo ad aggiungerne!!

Documenti analoghi

Dynamic Correlation of Market Connectivity, Risk Spillover and Abnormal Volatility in Stock Price
di: Chen, Muzi, et al.
Pubblicazione: (2024)

Estimating Contagion Mechanism in Global Equity Market with Time-Zone Effect
di: Wu, Boyao, et al.
Pubblicazione: (2024)

Estimating the Impact of Social Distance Policy in Mitigating COVID-19 Spread with Factor-Based Imputation Approach
di: Huang, Difang, et al.
Pubblicazione: (2024)

Semiparametric Single-Index Estimation for Average Treatment Effects
di: Huang, Difang, et al.
Pubblicazione: (2022)

Warfare Ignited Price Contagion Dynamics in Early Modern Europe
di: Esmaili, Emile, et al.
Pubblicazione: (2024)

Network Contagion Dynamics in European Banking: A Navier-Stokes Framework for Systemic Risk Assessment
di: Kikuchi, Tatsuru
Pubblicazione: (2025)

Advancing Portfolio Optimization: Adaptive Minimum-Variance Portfolios and Minimum Risk Rate Frameworks
di: Jha, Ayush, et al.
Pubblicazione: (2025)

Lassoed Boosting and Linear Prediction in the Equities Market
di: Huang, Xiao
Pubblicazione: (2021)

Big Data Analytics-Enabled Dynamic Capabilities and Market Performance: Examining the Roles of Marketing Ambidexterity and Competitor Pressure
di: Haider, Gulfam, et al.
Pubblicazione: (2024)

Minimum Distance Estimation of Quantile Panel Data Models
di: Melly, Blaise, et al.
Pubblicazione: (2025)

Regional Price Dynamics and Market Integration in the U.S. Beef Industry: An Econometric Analysis
di: Manríquez-Méndez, Leonardo
Pubblicazione: (2025)

Arellano-Bond LASSO Estimator for Dynamic Linear Panel Models
di: Chernozhukov, Victor, et al.
Pubblicazione: (2024)

Minimum Sliced Distance Estimation in a Class of Nonregular Econometric Models
di: Fan, Yanqin, et al.
Pubblicazione: (2024)

Overidentification in Shift-Share Designs
di: Hahn, Jinyong, et al.
Pubblicazione: (2024)

Bayesian Analyses of Structural Vector Autoregressions with Sign, Zero, and Narrative Restrictions Using the R Package bsvarSIGNs
di: Wang, Xiaolei, et al.
Pubblicazione: (2025)

Market Sensitivities and Growth Differentials Across Australian Housing Markets
di: Sijp, Willem P
Pubblicazione: (2025)

Difference-in-Differences Meets Synthetic Control: Doubly Robust Identification and Estimation
di: Sun, Yixiao, et al.
Pubblicazione: (2025)

Dual-Channel Technology Diffusion: Spatial Decay and Network Contagion in Supply Chain Networks
di: Kikuchi, Tatsuru
Pubblicazione: (2025)

Dynamic Evolution of Corporate Emissions Determinants
di: Kapetanios, George, et al.
Pubblicazione: (2026)

Robust Econometrics for Growth-at-Risk
di: Adrian, Tobias, et al.
Pubblicazione: (2025)

A Roof Over Risk: A House Price-at-Risk Framework for Hungary
di: Szendrei, Tibor, et al.
Pubblicazione: (2026)

Correlated Dynamics in Marketing Sensitivities
di: Dew, Ryan, et al.
Pubblicazione: (2021)

Identification and Estimation of Dynamic Games with Unknown Information Structure
di: Hara, Konan, et al.
Pubblicazione: (2022)

Dynamic Evolutionary Game Analysis of How Fintech in Banking Mitigates Risks in Agricultural Supply Chain Finance
di: Wan, Qiang, et al.
Pubblicazione: (2024)

Peer Effects in Labor Market Training
di: Unterhofer, Ulrike
Pubblicazione: (2022)

Minimum Wages and Teenage Childbearing in the United States
di: Kyutaro Matsuzawa, et al.
Pubblicazione: (2025)

Information Content of the Geography of Underwriters on Bond Market
di: Yan Wang, et al.
Pubblicazione: (2025)

The Informativeness of Combined Experimental and Observational Data under Dynamic Selection
di: Park, Yechan, et al.
Pubblicazione: (2024)

A Structural Approach to Growth-at-Risk
di: Wojciechowski, Robert
Pubblicazione: (2024)

Performance of Empirical Risk Minimization For Principal Component Regression
di: Brownlees, Christian, et al.
Pubblicazione: (2024)

Testing Parametric Distribution Family Assumptions via Differences in Differential Entropy
di: Mittelhammer, Ron, et al.
Pubblicazione: (2025)

Shift-Share Designs in Political Science
di: Park, Peter Kyungtae
Pubblicazione: (2026)

Revisiting the Identification of the Conduct Parameter in Homogeneous Goods Markets
di: Matsumura, Yuri, et al.
Pubblicazione: (2024)

Party On: The Labor Market Returns to Social Networks in Adolescence
di: Lleras-Muney, Adriana, et al.
Pubblicazione: (2022)

Causal Inference under Interference through Designed Markets
di: Munro, Evan
Pubblicazione: (2025)

The First-stage F Test with Many Weak Instruments
di: Huang, Zhenhong, et al.
Pubblicazione: (2023)

Weak Identification with Bounds in a Class of Minimum Distance Models
di: Cox, Gregory Fletcher
Pubblicazione: (2020)

Return and Volatility Forecasting Using On-Chain Flows in Cryptocurrency Markets
di: Chi, Yeguang, et al.
Pubblicazione: (2024)

Modeling European Electricity Market Integration during turbulent times
di: Ravazzolo, Francesco, et al.
Pubblicazione: (2025)

Robust Structural Estimation under Misspecified Latent-State Dynamics
di: Chen, Ertian
Pubblicazione: (2025)