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College of Business(경영대학)School of Business and Technology Management(기술경영학부)MG-Conference Papers(학술회의논문)

Measuring Systemic Risk with the Revealed Correlation Network using Markov-Switching Multifractal Model

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dc.contributor.authorLee, Ji Sang-
dc.contributor.authorLee, Duk-Hee-
dc.date.accessioned2016-07-06T02:41:19Z-
dc.date.available2016-07-06T02:41:19Z-
dc.date.created2016-06-07-
dc.date.issued2016-06-01-
dc.identifier.citationNetSci 2016-
dc.identifier.urihttp://hdl.handle.net/10203/209389-
dc.languageEnglish-
dc.publisherThe Network Science Society-
dc.titleMeasuring Systemic Risk with the Revealed Correlation Network using Markov-Switching Multifractal Model-
dc.typeConference-
dc.type.rimsCONF-
dc.citation.publicationnameNetSci 2016-
dc.identifier.conferencecountryKO-
dc.identifier.conferencelocationSeoul, South Korea-
dc.contributor.localauthorLee, Ji Sang-
dc.contributor.localauthorLee, Duk-Hee-
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MG-Conference Papers(학술회의논문)
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