COVID-19 contagion and digital finance

Digital finance is going to be heavily affected by the COVID-19 outbreak. We present a statistical model which can be employed to understand the contagion dynamics of the COVID-19, so that its impact on finance can possibly be anticipated, and digitally monitored. The model is a Poisson autoregressi...

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Detalles Bibliográficos
Autores principales: Agosto, Arianna, Giudici, Paolo
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer International Publishing 2020
Materias:
Short Communication
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7211562/
https://www.ncbi.nlm.nih.gov/pubmed/33179008
http://dx.doi.org/10.1007/s42521-020-00021-3
Descripción
Sumario:Digital finance is going to be heavily affected by the COVID-19 outbreak. We present a statistical model which can be employed to understand the contagion dynamics of the COVID-19, so that its impact on finance can possibly be anticipated, and digitally monitored. The model is a Poisson autoregression of the daily new observed cases, and considers both short-term and long-term dependence in the infections counts. Model results are presented for the observed time series of China, the first affected country, but can be easily reproduced for all countries.

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