The econometrics of Bayesian graphical models : a review with financial application
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 | Bayes-Statistik | Finanzkrise | Financial crisis | Ökonometrie | Econometrics | Modellierung | Scientific modelling | Finanzmarkt | Financial market | Systemrisiko | Systemic risk | Schätztheorie | Estimation theory | Induktive Statistik | Statistical inference |
-
The econometrics of networks : a review
Ahelegbey, Daniel Felix, (2015)
-
The role of contagion in the transmission of financial stress
Herculano, Miguel C., (2018)
-
Bayesian Selection of Systemic Risk Networks
Ahelegbey, Daniel Felix, (2020)
- More ...
-
Tree Networks to Assess Financial Contagion
Ahelegbey, Daniel Felix, (2019)
-
Factorial Network Models To Improve P2P Credit Risk Management
Ahelegbey, Daniel Felix, (2019)
-
The Econometrics of Bayesian Graphical Models: A Review With Financial Application
Ahelegbey, Daniel Felix, (2015)
- More ...