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On the Consequences of Power-Law Behavior in Partial Correlation Network Models

https://doi.org/10.2139/ssrn.2892530
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Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.

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The 27 checked references that resolve
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Inferential Theory for Factor Models of Large Dimensions
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NETS: Network Estimation for Time Series
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Econometric measures of connectedness and systemic risk in the finance and insurance sectors
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The phase transition in inhomogeneous random graphs
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Concentration Inequalities
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A lower bound for the Laplacian eigenvalues of a graph—Proof of a conjecture by Guo
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Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets
resolves10.1090/cbms/107
Complex Graphs and Networks
resolves10.1137/070710111
Power-Law Distributions in Empirical Data
resolves10.2307/2528966
Covariance Selection
resolves10.1016/j.jeconom.2014.04.012
On the network topology of variance decompositions: Measuring the connectedness of financial firms
resolves10.1007/978-3-642-33483-2
Modelling Extremal Events
resolves10.1016/0020-0190(90)90214-i
A guided tour of chernoff bounds
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Banking System Stability
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Financial Network Systemic Risk Contributions
resolves10.1016/j.ijforecast.2013.09.004
Forecasting systemic impact in financial networks
resolves10.1080/01621459.1963.10500830
Probability Inequalities for Sums of Bounded Random Variables
resolves10.1214/09-aos720
Sparsistency and rates of convergence in large covariance matrix estimation
resolves10.1093/oso/9780198522195.001.0001
Graphical Models
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Partial Correlation Estimation by Joint Sparse Regression Models
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Macroeconomic Forecasting Using Diffusion Indexes
The 5 references without a DOI — listed, not checked
no DOI — not checkedHigh Dimensional Inference and Random Matrices
no DOI — not checkedref13
no DOI — not checkedOn the evolution of random graphs
no DOI — not checkedref25
no DOI — not checkedref32
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