Uncovering Sparse Financial Networks with Information Criteria

SSRN Electronic Journal 2026 Preprint Open access

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Authors: Fu Ouyang, Thomas Yang, Wenying Yao

DOI: 10.2139/ssrn.6154647

Cited by: 0

References: 26

Fields of Study & Subjects

Financial Risk and Volatility Modeling Statistical Methods and Inference Market Dynamics and Volatility

References 26