| 题名 | An adaptive dynamical model of default contagion |
| 作者 | |
| 通讯作者 | Ashwin, Peter |
| 发表日期 | 2022-04-01
|
| DOI | |
| 发表期刊 | |
| ISSN | 1469-7688
|
| EISSN | 1469-7696
|
| 摘要 | The dynamics of default contagion is modeled in terms of adaptively coupled stochastic measures of financial health |
| 相关链接 | [来源记录] |
| 收录类别 | |
| 语种 | 英语
|
| 学校署名 | 其他
|
| 资助项目 | European Union[643073]
; Economic and Social Research Council of the UK[1638211]
|
| WOS研究方向 | Business & Economics
; Mathematics
; Mathematical Methods In Social Sciences
|
| WOS类目 | Business, Finance
; Economics
; Mathematics, Interdisciplinary Applications
; Social Sciences, Mathematical Methods
|
| WOS记录号 | WOS:000779945700001
|
| 出版者 | |
| ESI学科分类 | ECONOMICS BUSINESS
|
| 来源库 | Web of Science
|
| 引用统计 |
被引频次[WOS]：0
|
| 成果类型 | 期刊论文 |
| 条目标识符 | http://sustech.caswiz.com/handle/2SGJ60CL/331110 |
| 专题 | 前沿与交叉科学研究院 前沿与交叉科学研究院_风险分析预测与管控研究院 |
| 作者单位 | 1.Univ Exeter, Dept Math, Ctr Syst Dynam & Control, Harrison Bldg, Exeter EX4 4QF, Devon, England 2.Univ Oxford, Dept Econ, Oxford, England 3.Swiss Fed Inst Technol, Dept Management Technol & Econ, Scheuchzerstr 7, CH-8092 Zurich, Switzerland 4.Univ Geneva, Swiss Finance Inst, 40 Blvd Pont Arve, CH-1211 Geneva 4, Switzerland 5.Southern Univ Sci & Technol SUSTech, Acad Adv Interdisciplinary Studies, Inst Risk Anal Predict & Management Risks X, Shenzhen 518055, Peoples R China |
| 推荐引用方式 GB/T 7714 |
Smug, Damian,Ashwin, Julian,Ashwin, Peter,et al. An adaptive dynamical model of default contagion[J]. QUANTITATIVE FINANCE,2022.
|
| APA |
Smug, Damian,Ashwin, Julian,Ashwin, Peter,&Sornette, Didier.(2022).An adaptive dynamical model of default contagion.QUANTITATIVE FINANCE.
|
| MLA |
Smug, Damian,et al."An adaptive dynamical model of default contagion".QUANTITATIVE FINANCE (2022).
|
| 条目包含的文件 | 条目无相关文件。 | |||||
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