Tuhin Subhra De, Madeti Karthikeya, Sujoy Bhattacharya
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A non-linear Lasso and explainable LSTM approach for estimating tail risk interconnectedness
Tail risk inter-connectivity is a significant aspect and a risk indicator that should be focused on. Many of the previous works have shown potential non-linearity in tail risk contagion. With the r...
期刊介绍：
Applied Economics is a peer-reviewed journal encouraging the application of economic analysis to specific problems in both the public and private sectors. It particularly fosters quantitative studies, the results of which are of use in the practical field, and thus helps to bring economic theory nearer to reality. Contributions which make use of the methods of mathematics, statistics and operations research will be welcomed, provided the conclusions are factual and properly explained.
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