A two-stage financial network model
碩士 === 國立中山大學 === 應用數學系研究所 === 105 === We develop a two-stage procedure for constructing financial network. In the first stage, we build vector autoregressive (VAR) models for financial asset returns. To overcome the variable selection problem in high-dimensional models, we adopt the three methods:...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2017
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| Online Access: | http://ndltd.ncl.edu.tw/handle/hn9x4t |