Introduction to the Special Issue on Statistics of Dynamic Networks
Bibliographic Data
| ID | 19418948 |
|---|---|
| Authors | Wolfgang Karl Härdle (0000-0001-5600-3014, National Yang Ming Chiao Tung University), Wolfgang Härdle (Institute Digital Assets, Academy of Economic Sciences, Bucharest, Romania), Melanie Schienled (Institute of Statistics at Karlsruhe Institute of Technology (KIT), Karlsruhe, Germany, corresponding author) |
| Year | 2024 |
| Volume | 42 |
| Issue | 2 |
| Pages | 347-348 |
| Publication date | 2024-04-02 |
| Open Access | No |
| Type | ARTICLE |
| Venue | Journal of Business and Economic Statistics (JOURNAL) |
| Journal identifiers | ISSN: 0735-0015 • E-ISSN: 1537-2707 |
| Publisher | Informa UK Limited (PUBLISHER • GB) |
| DOI | 10.1080/07350015.2024.2326778 |
| OpenAlex | W4393976723 |
| Language | EN |
| References cited | 6 |
In many dynamic economic and financial systems interdependencies evolve over time and contain crucial information for individual, firm or regulatory decisions. Thus for the analysis of such dynamic
Econometrics · Economics · Statistics · Complex Network Analysis Techniques · Computer Science · Market Dynamics and Volatility · Mathematics · Statistical Methods and Inference
Modeling Functional Time Series and Mixed-Type Predictors With Partially Functional Autoregressions
Testing For Global Covariate Effects in Dynamic Interaction Event Networks
Dynamic Peer Groups of Arbitrage Characteristics
Large Spillover Networks of Nonstationary Systems
Dynamic Network Quantile Regression Model
| Highly cited | No |
|---|