Dynamic Behavior of Country Risk in the BRICS Countries: From the Perspective of Time-varying Correlation.
Yuying YangXiaolei SunXiaoqian ZhuJianping LiDengsheng WuPublished in: BIFE (2012)
Keyphrases
- dynamic behavior
- developed countries
- dynamic networks
- united nations
- speed control
- risk assessment
- viewpoint
- risk management
- south african
- power law
- expected utility
- risk analysis
- high risk
- risk factors
- developing countries
- multi modal
- data sets
- panel data
- minimum risk
- high correlation
- mathematical model
- learning algorithm