The Volatility Forecasting Power of Financial Network Analysis
This investigation connects two crucial economic and financial fields, financial networks, and forecasting. From the financial network’s perspective, it is possible to enhance forecasting tools, since econometrics does not incorporate into standard economic models, second-order effects, nonlineariti...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Hindawi-Wiley
2020-01-01
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| Series: | Complexity |
| Online Access: | http://dx.doi.org/10.1155/2020/7051402 |