{"title":"COVID-19传染与数字金融。","authors":"Arianna Agosto, Paolo Giudici","doi":"10.1007/s42521-020-00021-3","DOIUrl":null,"url":null,"abstract":"<p><p>Digital finance is going to be heavily affected by the COVID-19 outbreak. We present a statistical model which can be employed to understand the contagion dynamics of the COVID-19, so that its impact on finance can possibly be anticipated, and digitally monitored. The model is a Poisson autoregression of the daily new observed cases, and considers both short-term and long-term dependence in the infections counts. Model results are presented for the observed time series of China, the first affected country, but can be easily reproduced for all countries.</p>","PeriodicalId":72817,"journal":{"name":"Digital finance","volume":"2 1-2","pages":"159-167"},"PeriodicalIF":0.0000,"publicationDate":"2020-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1007/s42521-020-00021-3","citationCount":"1","resultStr":"{\"title\":\"COVID-19 contagion and digital finance.\",\"authors\":\"Arianna Agosto, Paolo Giudici\",\"doi\":\"10.1007/s42521-020-00021-3\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"<p><p>Digital finance is going to be heavily affected by the COVID-19 outbreak. We present a statistical model which can be employed to understand the contagion dynamics of the COVID-19, so that its impact on finance can possibly be anticipated, and digitally monitored. The model is a Poisson autoregression of the daily new observed cases, and considers both short-term and long-term dependence in the infections counts. Model results are presented for the observed time series of China, the first affected country, but can be easily reproduced for all countries.</p>\",\"PeriodicalId\":72817,\"journal\":{\"name\":\"Digital finance\",\"volume\":\"2 1-2\",\"pages\":\"159-167\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2020-01-01\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"https://sci-hub-pdf.com/10.1007/s42521-020-00021-3\",\"citationCount\":\"1\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Digital finance\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1007/s42521-020-00021-3\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"2020/5/11 0:00:00\",\"PubModel\":\"Epub\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Digital finance","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1007/s42521-020-00021-3","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"2020/5/11 0:00:00","PubModel":"Epub","JCR":"","JCRName":"","Score":null,"Total":0}
Digital finance is going to be heavily affected by the COVID-19 outbreak. We present a statistical model which can be employed to understand the contagion dynamics of the COVID-19, so that its impact on finance can possibly be anticipated, and digitally monitored. The model is a Poisson autoregression of the daily new observed cases, and considers both short-term and long-term dependence in the infections counts. Model results are presented for the observed time series of China, the first affected country, but can be easily reproduced for all countries.
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