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A moving-window bayesian network model for assessing systemic risk in financial markets
Systemic risk refers to the uncertainty that arises due to the breakdown of a financial system. The concept of “too connected to fail” suggests that network connectedness plays an important role in measuring systemic risk. In this paper, we first recover a time series of Bayesian networks for stock...
| Autores principales: | , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Public Library of Science
2023
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| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9858016/ https://www.ncbi.nlm.nih.gov/pubmed/36662719 http://dx.doi.org/10.1371/journal.pone.0279888 |