Reference health
NetVIX - A Network Volatility Index of Financial Markets
39/39 checkable references clean · checked 2026-08-03
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.
1 without a DOI — not checked. A reference deposited without a DOI is never matched by title or guessed at; it stays outside the checked set, and this line discloses that.
The 39 checked references that resolve
resolves10.2307/2601198
Systemic Risk, Interbank Relations, and Liquidity Provision by the Central Bank
resolves10.1016/j.jfineco.2011.12.010
Econometric measures of connectedness and systemic risk in the finance and insurance sectors
resolves10.1016/j.jeconom.2014.04.012
On the network topology of variance decompositions: Measuring the connectedness of financial firms
resolves10.1038/srep00541
DebtRank: Too Central to Fail? Financial Networks, the FED and Systemic Risk
resolves10.1016/j.jbankfin.2014.01.037
Which are the SIFIs? A Component Expected Shortfall approach to systemic risk
resolves10.15609/annaeconstat2009.123-124.0333
Sparse Graphical Vector Autoregression: A Bayesian Approach
resolves10.1016/j.jeconom.2018.11.005
Modeling systemic risk with Markov Switching Graphical SUR models
resolves10.1016/j.jeconom.2015.02.013
Oracle inequalities for high dimensional vector autoregressions
resolves10.1016/j.socnet.2005.06.003
Computing core/periphery structures and permutation tests for social relations data
resolves10.1214/aos/1035844981
Parameter priors for directed acyclic graphical models and the characterization of several probability distributions
resolves10.1111/1467-9868.00070
Updating Schemes, Correlation Structure, Blocking and Parameterization for the Gibbs Sampler
The 1 reference without a DOI — listed, not checked
no DOI — not checkedDetecting core-periphery structures by surprise
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