Quantifying the Predictive Capacity of Dynamic Graph Measures on Systemic and Tail Risk

George Tzagkarakis, Eleftheria Lydaki, Frantz Maurer

Open source

DOI
10.1007/s10614-024-10692-4
Published
2024-08-14
Container
Computational Economics
Publisher
Springer Science and Business Media LLC
Open access
unknown

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BibTeX

@article{allodium:10.1007/s10614-024-10692-4,
  title = {Quantifying the Predictive Capacity of Dynamic Graph Measures on Systemic and Tail Risk},
  author = {George Tzagkarakis and Eleftheria Lydaki and Frantz Maurer},
  year = {2024},
  journal = {Computational Economics},
  doi = {10.1007/s10614-024-10692-4},
  url = {https://doi.org/10.1007/s10614-024-10692-4}
}

RIS

TY  - JOUR
TI  - Quantifying the Predictive Capacity of Dynamic Graph Measures on Systemic and Tail Risk
AU  - George Tzagkarakis
AU  - Eleftheria Lydaki
AU  - Frantz Maurer
PY  - 2024
JO  - Computational Economics
DO  - 10.1007/s10614-024-10692-4
UR  - https://doi.org/10.1007/s10614-024-10692-4
ER  - 

APA

Tzagkarakis, G., Lydaki, E., & Maurer, F. (2024). Quantifying the Predictive Capacity of Dynamic Graph Measures on Systemic and Tail Risk. Computational Economics. https://doi.org/10.1007/s10614-024-10692-4

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