Cargando…

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...

Descripción completa

Detalles Bibliográficos
Autores principales: Agosto, Arianna, Giudici, Paolo
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer International Publishing 2020
Materias:
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
_version_ 1783531464983314432
author Agosto, Arianna
Giudici, Paolo
author_facet Agosto, Arianna
Giudici, Paolo
author_sort Agosto, Arianna
collection PubMed
description 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.
format Online
Article
Text
id pubmed-7211562
institution National Center for Biotechnology Information
language English
publishDate 2020
publisher Springer International Publishing
record_format MEDLINE/PubMed
spelling pubmed-72115622020-05-11 COVID-19 contagion and digital finance Agosto, Arianna Giudici, Paolo Digit Finance Short Communication 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. Springer International Publishing 2020-05-11 2020 /pmc/articles/PMC7211562/ /pubmed/33179008 http://dx.doi.org/10.1007/s42521-020-00021-3 Text en © Springer Nature Switzerland AG 2020 This article is made available via the PMC Open Access Subset for unrestricted research re-use and secondary analysis in any form or by any means with acknowledgement of the original source. These permissions are granted for the duration of the World Health Organization (WHO) declaration of COVID-19 as a global pandemic.
spellingShingle Short Communication
Agosto, Arianna
Giudici, Paolo
COVID-19 contagion and digital finance
title COVID-19 contagion and digital finance
title_full COVID-19 contagion and digital finance
title_fullStr COVID-19 contagion and digital finance
title_full_unstemmed COVID-19 contagion and digital finance
title_short COVID-19 contagion and digital finance
title_sort covid-19 contagion and digital finance
topic Short Communication
url 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
work_keys_str_mv AT agostoarianna covid19contagionanddigitalfinance
AT giudicipaolo covid19contagionanddigitalfinance