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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Additional Info
Field | Value |
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Accessibility | Both |
AccessibilityMode | OnLine Access |
Area | |
Attribution requirements | |
Availability | On-Line |
Basic rights | Temporary download of a single copy only |
CreationDate | 2017-07-01 |
Creator | regoli, daniele, daniele.regoli@sns.it |
Dependencies on Other SW | |
Distribution requirements | |
External Identifier | |
Field/Scope of use | Research only |
Hosting Environment | |
IP/Copyrights | |
Item URL | http://data.d4science.org/ctlg/ResourceCatalogue/tail_granger_causality_network_construction
|
License term | |
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 |
Requirement of non-disclosure (confidentiality mark) | |
Restrictions on use | |
Semantic Coverage | |
Sublicense rights | No |
Territory of use | World Wide |
ThematicCluster | Social Network Analysis |
UsageMode | Download |
input | multivariate time series |
output | complex network |
system:type | SoBigData.eu: Method |
Management Info
Field | Value |
---|---|
Author | regoli daniele |
Maintainer | regoli daniele |
Version | 1 |
Last Updated | 20 March 2018, 16:23 (CET) |
Created | 28 September 2016, 12:31 (CEST) |