Do Financial Transfer Entropy Networks Recover Meaningful Structure? A Matched-DGP Audit of Node-Level Estimation Reliability

SSRN Electronic Journal 2026 Preprint Open access

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Authors: Haotian Yang
DOI: 10.2139/ssrn.6282818
Cited by: 0
References: 13

Fields of Study & Subjects

Complex Systems and Time Series Analysis Complex Network Analysis Techniques Financial Risk and Volatility Modeling

Publication details

Journal / source
SSRN Electronic Journal
Publication date
1 January 2026
Language
EN
Document type
Preprint