Skip to main navigation
Skip to search
Skip to main content
EdUHK Research Repository Home
About the Repository
Home
Researchers
Research Units
Projects
Research Outputs
Prizes and Awards
KT Activities
Search by expertise, name or affiliation
A moving-window bayesian network model for assessing systemic risk in financial markets
Lupe S. H. CHAN
,
Man Ying Amanda CHU
, Mike K. P. SO
Department of Social Sciences (SSC)
Research output
:
Contribution to journal
›
Articles
›
peer-review
14
Citations (Scopus)
Overview
Fingerprint
Fingerprint
Dive into the research topics of 'A moving-window bayesian network model for assessing systemic risk in financial markets'. Together they form a unique fingerprint.
Sort by
Weight
Alphabetically
Keyphrases
Financial Markets
100%
Systemic Risk
100%
Bayesian Network Model
100%
Bayesian Network
80%
Stock Returns
40%
Absolute Returns
40%
Topological Order
40%
Hong Kong
20%
Copyright
20%
Network Applications
20%
Directed Graph
20%
Stock Data
20%
Market Risk
20%
Financial System
20%
Hang Seng Index
20%
Dow Jones Industrial Average
20%
Network Connectedness
20%
Extreme Market
20%
Network-based Statistics
20%
Lasso Regression
20%
Markov Property
20%
Too-connected-to-fail
20%
Economics, Econometrics and Finance
Financial Market
100%
Bayesian
100%
Time Series
60%
Capital Market Returns
40%
Financial System
20%