Forecasting Financial Networks

被引：2
|
作者：
Caraiani, Petre [1 ]
机构：
[1] Bucharest Univ Econ Studies, Romanian Acad, Inst Econ Forecasting, Bucharest, Romania
来源：
COMPUTATIONAL ECONOMICS | 2020年 / 55卷 / 03期
关键词：
Networks; Time series; Forecasts;
D O I：
10.1007/s10614-019-09925-8
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
This paper proposes a methodology to forecast financial networks. The paper uses an indirect approach in which the networks are predicted based on the time series they are built on. Traditional time series models are used to predict the underlying time series, while the forecasts are evaluated based on the structural properties of the forecasted networks.
引用
收藏
页码：983 / 997
页数：15
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