We propose a dynamic network quantile regression model to investigate the quantile connectedness using a predetermined network information. We extend the existing network quantile autoregression model

DataCite Commons2022-07-25 更新230

Additional file 1 of A multiplex financial network approach to policy evaluation: the case of euro area Quantitative Easing

金融网络分析

政策评估

Supplementary Information. (TEX 20 kb)

DataCite Commons2020-08-28 更新70

Network indicators.

金融网络分析

资产关系建模

This work describes the design of a novel financial multiplex network composed of three layers obtained by applying the MST-based cross-correlation network, using the data from 465 companies listed on

Figshare2025-04-18 更新30

Additional file 1 of A multiplex financial network approach to policy evaluation: the case of euro area Quantitative Easing

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