Industry Interdependency Dynamics in a Network Context
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Cited by:
- Keungoui Kim & Dieter F. Kogler & Sira Maliphol, 2024. "Identifying interdisciplinary emergence in the science of science: combination of network analysis and BERTopic," Palgrave Communications, Palgrave Macmillan, vol. 11(1), pages 1-15, December.
- Yaya Su & Zhehao Huang & Benjamin M. Drakeford, 2019. "Monetary Policy, Industry Heterogeneity and Systemic Risk—Based on a High Dimensional Network Analysis," Sustainability, MDPI, vol. 11(22), pages 1-15, November.
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More about this item
Keywords
dynamic network; interdependency; general predictive model; quantile LASSO; connectedness; centrality; prediction accuracy; network-based trading strategy;All these keywords.
JEL classification:
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- C55 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Large Data Sets: Modeling and Analysis
- C58 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Financial Econometrics
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G17 - Financial Economics - - General Financial Markets - - - Financial Forecasting and Simulation
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2017-06-11 (Econometrics)
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