2022
DOI: 10.1016/j.irfa.2022.102101
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Network based evidence of the financial impact of Covid-19 pandemic

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Cited by 21 publications
(1 citation statement)
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“…Statistical methods, such as Principal Component Analysis (PCA) or Dynamic Factor Models (DFM), allow to create statistical models of epidemiological susceptibility risks around the world [ 24 ], providing a further instrument for policy makers and organizations to assess the epidemiological risk during epidemics and predict possible consequences. Statistical an ML analysis has been performed also on economic data, for example in Ahelegbey et al [ 25 ], where network analysis has been used to study the connections among several companies before and during the pandemic, showing that there were important changes reflecting the economic difficulties caused by the spread of the virus.…”
Section: Discussionmentioning
confidence: 99%
“…Statistical methods, such as Principal Component Analysis (PCA) or Dynamic Factor Models (DFM), allow to create statistical models of epidemiological susceptibility risks around the world [ 24 ], providing a further instrument for policy makers and organizations to assess the epidemiological risk during epidemics and predict possible consequences. Statistical an ML analysis has been performed also on economic data, for example in Ahelegbey et al [ 25 ], where network analysis has been used to study the connections among several companies before and during the pandemic, showing that there were important changes reflecting the economic difficulties caused by the spread of the virus.…”
Section: Discussionmentioning
confidence: 99%