Early warning of regime switching in a complex financial system from a spillover network dynamic perspective
Summary: Early warning of regime switching in a complex financial system is a critical and challenging issue in risk management. Previous research has examined regime switching through analyzing the fluctuation features in a single point in time series; however, it has rarely examined the dynamic sp...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Elsevier
2025-03-01
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| Series: | iScience |
| Subjects: | |
| Online Access: | http://www.sciencedirect.com/science/article/pii/S2589004225001841 |