Browsing by Author Chakrabarti, Arnab
Showing results 1 to 3 of 3
Issue Date | Title | Author(s) |
---|---|---|
1-Jul-2020 | Fractional differencing: (in)stability of spectral structure and risk measures of financial networks | Chakrabarti, Arnab; Chakrabarti, Anindya S. |
5-Apr-2024 | The origin of return correlation networks | Banerjee, Anirban; Chakrabarti, Arnab; Chakrabarti, Anindya S |
9-Nov-2022 | Sparsistent filtering of comovement networks from high-dimensional data | Chakrabarti, Arnab; Chakrabarti, Anindya S. |