Browsing by Author Chakrabarti, Arnab

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