High-Dimensional Markov-Switching Vector Autoregression Spillover Networks

Additional Metadata
Keywords	Spillover index; Markov-switching vector autoregression; Adaptive elastic net; Bank network; Graph embedding; Systemic event prediction.
Thesis Advisor	Kole, HJWG
Persistent URL	hdl.handle.net/2105/72919
Series	Econometrie
Organisation	Erasmus School of Economics
Citation APA Style AAA Style APA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Pronk, B. (2024, July 11). High-Dimensional Markov-Switching Vector Autoregression Spillover Networks. Econometrie. Retrieved from http://hdl.handle.net/2105/72919

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