The econometrics of Bayesian graphical models : a review with financial application
Daniel Felix Ahelegbey
| Year of publication: |
June 2016
|
|---|---|
| Authors: | Ahelegbey, Daniel Felix |
| Published in: |
The journal of network theory in finance. - London : Infopro Digital, ISSN 2055-7795, ZDB-ID 2835731-0. - Vol. 2.2016, 2, p. 1-33
|
| Subject: | Bayesian inference | graphical models | model selection | systemic risk | financial crisis | Finanzkrise | Financial crisis | Bayes-Statistik | Modellierung | Scientific modelling | Zeitreihenanalyse | Time series analysis | Ökonometrie | Econometrics | Finanzmarkt | Financial market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011578906