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Community detection
89.75.Hc Networks and genealogical trees
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Theorie
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02.50.-r Probability theory
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05.65.+b Self-organized systems
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87.23.Ge Dynamics of social systems
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89.75.Fb Structures and organization in complex systems
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Applications to default risk
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Credit default swaps
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Uncovering the mesoscale structure of the credit default swap market to improve portfolio risk modelling
Anagnostou, I.
;
Squartini, T.
;
Kandhai, D.
;
Garlaschelli, D.
- In:
Quantitative finance
21
(
2021
)
9
,
pp. 1501-1518
Persistent link: https://www.econbiz.de/10012624151
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