Boyao PhD Thesis_0115.pdf (10.88 MB)
Statistical and Econometric Models for Financial Networks
thesisposted on 2021-01-15, 07:44 authored by BOYAO WU
Network economics offers an innovative perspective for bridging general equilibrium theories and game theories under the same framework. However, potential interactive patterns of financial agents challenge the application of network economics in finance settings. This thesis discusses statistical and econometric models to generate and further study financial networks, which can supplement studies on financial networks by introducing novel constructing methods and general econometric models with the networking effect, which benefits wider understanding of global finance systems.