"Tail Risk Association Network Based on the Logit-Lasso Vector ..."

Chunyan Zhao, Lingzhi Hu, Liang Wu (2023)

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DOI: 10.1145/3659211.3659212

access: closed

type: Conference or Workshop Paper

metadata version: 2024-06-18

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Chunyan Zhao, Lingzhi Hu, Liang Wu:
Tail Risk Association Network Based on the Logit-Lasso Vector Autoregressive Model. BDEIM 2023: 1-9

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