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Systemic Importance of China’s Financial Institutions: A Jump Volatility Spillover Network Review
The investigation of the systemic importance of financial institutions (SIFIs) has become a hot topic in the field of financial risk management. By making full use of 5-min high-frequency data, and with the help of the method of entropy weight technique for order preference by similarities to ideal...
| Autores principales: | , , , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
MDPI
2020
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| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7517124/ https://www.ncbi.nlm.nih.gov/pubmed/33286360 http://dx.doi.org/10.3390/e22050588 |