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Tail granger causality network construction
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network_reconstruction
link to the webpage with some details, explanations, and downloadable code
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Item URL
| http://data.d4science.org/ctlg/ResourceCatalogue/tail_granger_causality_network_construction |
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Additional Info
| Field | Value |
|---|---|
| Accessibility | Both |
| AccessibilityMode | OnLine Access |
| Availability | On-Line |
| Basic rights | Temporary download of a single copy only |
| CreationDate | 2017-07-01 |
| Creator | regoli, daniele, daniele.regoli@sns.it |
| Field/Scope of use | Research only |
| Owner | regoli, daniele, daniele.regoli@sns.it |
| ProgrammingLanguage | MATLAB |
| RelatedPaper | Corsi, Fulvio and Lillo, Fabrizio and Pirino, Davide, Measuring Flight-to-Quality with Granger-Causality Tail Risk Networks (March 10, 2015). http://dx.doi.org/10.2139/ssrn.2576078 |
| Sublicense rights | No |
| Territory of use | World Wide |
| ThematicCluster | Social Network Analysis |
| UsageMode | Download |
| input | multivariate time series |
| output | complex network |
| system:type | Method |
Management Info
| Field | Value |
|---|---|
| Author | regoli daniele |
| Maintainer | regoli daniele |
| Version | 1 |
| Last Updated | 24 June 2023, 01:09 (CEST) |
| Created | 6 September 2018, 14:38 (CEST) |