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Showing 1 to 1 of 1 for “"DTW model"”.
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RESEARCH ON THE MEASUREMENT AND INFLUENCING FACTORS OF SYSTEMIC RISKS IN CHINESE FINANCIAL INSTITUTIONS IN CASE OF MAJOR PUBLIC EMERGENCIES
… industries, and institutions. First, it uses the DTW-MST network model to describe the dependence structure between financial institutions and between industries. It explores important institutional nodes of risk dependence from a network perspective. Then, it uses the time-varying Copula-CoVaR …