Dynamic spatiotemporal correlation coefficient based on adaptive weight
Abstract Risk management is an important aspect of financial research because correlations among financial data are essential in evaluating portfolio risk. Among various correlations, spatiotemporal correlations involve economic entity attributes and are interrelated in space and time. Such correlat...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
SpringerOpen
2023-01-01
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| Series: | Financial Innovation |
| Subjects: | |
| Online Access: | https://doi.org/10.1186/s40854-022-00437-3 |