Narrow search
Showing 1 - 10 of 215
Cover Image
Default count-based network models for credit contagion
Agosto, Arianna; Ahelegbey, Daniel Felix - In: Journal of the Operational Research Society 73 (2022) 1, pp. 139-152
Persistent link: https://www.econbiz.de/10012872894
Cover Image
Default count-based network models for credit contagion
Agosto, Arianna; Ahelegbey, Daniel Felix - 2020
Persistent link: https://www.econbiz.de/10012322249
Cover Image
Bayesian selection of systemic risk networks
Ahelegbey, Daniel Felix; Giudici, Paolo - In: Bayesian model comparison, (pp. 117-153). 2014
Persistent link: https://www.econbiz.de/10010465208
Cover Image
Tail risk measurement in crypto-asset markets
Ahelegbey, Daniel Felix; Giudici, Paolo; Mojtahedi, Fatemeh - In: International review of financial analysis 73 (2021), pp. 1-12
Persistent link: https://www.econbiz.de/10012803601
Cover Image
Network VAR models to measure financial contagion
Ahelegbey, Daniel Felix; Giudici, Paolo; Hashem, Shatha … - In: The North American journal of economics and finance : a … 55 (2021), pp. 1-15
Persistent link: https://www.econbiz.de/10012668002
Cover Image
Tail risk transmission : a study of Iran food industry
Mojtahedi, Fatemeh; Mojaverian, Seyed Mojtaba; … - 2020
Persistent link: https://www.econbiz.de/10012372947
Cover Image
Network VAR models to measure financial contagion
Ahelegbey, Daniel Felix; Giudici, Paolo; Hashem, Shatha … - 2020
Persistent link: https://www.econbiz.de/10012321924
Cover Image
NetVIX - a network volatility index of financial markets
Ahelegbey, Daniel Felix; Giudici, Paolo - 2020
Persistent link: https://www.econbiz.de/10012321932
Cover Image
Market risk, connectedness and turbulence : a comparison of 21st century financial crises
Ahelegbey, Daniel Felix; Giudici, Paolo - 2020
Persistent link: https://www.econbiz.de/10012321934
Cover Image
Tail risk measurement In crypto-asset markets
Ahelegbey, Daniel Felix; Giudici, Paolo; Mojtahedi, Fatemeh - 2020
Persistent link: https://www.econbiz.de/10012321939