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5. Granger Test or Bayesian Network?--Inferring Causal Structure of Financial Contagion in Stock Market

Granger Test or Bayesian Network?--Inferring Causal Structure of Financial Contagion in Stock Market

来源 :中国系统工程学会 | 被引量 : 0次 | 上传用户：whatisbianbian01

【摘 要】

：

Inferring causal structures(sources and routes)of financial contagion in capital markets and sending early warning signals of financial crisis is a challenging task,which attracts interests of many an

【作 者】

：

Xiaoxun Ren Shouwang Wang 

【机 构】

：

School of Economics and Management,University of Chinese Academy of Sciences,China

【出 处】

：

中国系统工程学会

【发表日期】

：

2015年3期

【关键词】

：

Financial Contagion Granger Test Bayesian Network Time-variant Dynamic Machine L 

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　　Inferring causal structures(sources and routes)of financial contagion in capital markets and sending early warning signals of financial crisis is a challenging task,which attracts interests of many analysts and economists concerning financial risk management.

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