Accounting Network

Figshare2016-09-23 更新2026-04-08 收录

金融网络分析

系统性风险

数据链接：

https://figshare.com/articles/dataset/Accounting_Network/3851784/1 数据链接链接失效反馈

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资源简介：

Datasets for "The Accounting Network: how financial institutions react to systemic crisis"<br>

创建时间：

2016-09-23

Cascading failure and systemic risk: A perspective of tail risk network.zip

系统性风险

尾部风险网络

This is the publicly available dataset for the paper "Cascading failure and systemic risk: A perspective of tail risk network" submitted to the journal Entropy.

DataCite Commons2024-06-11 更新40

Data.

不确定性分析

系统性风险

The impact of policy uncertainty on A-share industry returns shows significant time-varying characteristics, amplified by industry input-output relationships. Traditional TVP-VAR models overlook netwo

NIAID Data Ecosystem10

Largest ten components of deviating eigenvectors in period from 02/04/2003 to 25/12/2006.

金融网络分析

股票相关性研究

Largest ten components of , , , and by the average ranks of the eigenvector components taken over the moving windows with ending dates from 02/04/2003 to 25/12/2006. The eigenvectors are obtained from

Figshare2015-12-02 更新10

Backtesting Systemic Risk Forecasts Using Multi-Objective Elicitability

系统性风险

金融风险管理

Systemic risk measures such as CoVaR, CoES, and MES are widely-used in finance, macroeconomics and by regulatory bodies. Despite their importance, we show that they fail to be elicitable and identifia

Taylor & Francis Group2023-05-30 更新20

Replication Package for article "A Co-Jump Network Approach to Systemic Risk Measurement: Evidence from the U.S. Financial Market"

系统性风险

金融网络分析

Replication Package for article "A Co-Jump Network Approach to Systemic Risk Measurement: Evidence from the U.S. Financial Market", includes readme file, main code and data.

Mendeley Data10

Accounting Network

资源简介：

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