Name
Abstract | ||
|---|---|---|
We present some connectedness measures for an economic system that are derived from the spatial contagion measure. These measures are calculated directly from time series data and do not require any parametric assumption. The given definitions are illustrated in an empirical analysis of the behavior of European banking and insurance sector in the recent years. |
Year | DOI | Venue |
|---|---|---|
2014 | 10.1007/978-3-319-10765-3_26 | STRENGTHENING LINKS BETWEEN DATA ANALYSIS AND SOFT COMPUTING |
Keywords | Field | DocType |
Contagion,Copula,Tail dependence | Time series,Social connectedness,Tail dependence,Actuarial science,Copula (linguistics),Parametric statistics,Business | Conference |
Volume | ISSN | Citations |
315 | 2194-5357 | 1 |
PageRank | References | Authors |
0.36 | 3 | 4 |
Name | Order | Citations | PageRank |
|---|---|---|---|
| Fabrizio Durante | 1 | 391 | 59.28 |
| Enrico Foscolo | 2 | 23 | 3.20 |
| Piotr Jaworski | 3 | 32 | 6.84 |
| Hao Wang | 4 | 440 | 127.79 |