Sfoglia per Autore
Bayesian selection of systemic risk networks
2014-01-01 Ahelegbey, D. F.; Giudici, P.
Sparse BGVAR models for Systemic Risk Analysis
2015-01-01 Ahelegbey, DANIEL FELIX; Billio, Monica; Casarin, Roberto
Bayesian Graphical Models for STructural Vector Autoregressive Processes
2016-01-01 Ahelegbey, Daniel Felix; Billio, Monica; Casarin, Roberto
The Econometrics of Bayesian Graphical Models: A Review with Financial Application
2016-01-01 Ahelegbey, Daniel Felix
Sparse Bayesian Graphical VAR for Risk Analysis
2016-01-01 Ahelegbey, DANIEL FELIX; Billio, Monica; Casarin, Roberto
Sparse Graphical Vector Autoregression: A Bayesian Approach
2016-01-01 Ahelegbey, DANIEL FELIX; Billio, Monica; Casarin, Roberto
Spatial and Temporal House Price Diffusion in the Netherlands: A Bayesian Network Approach
2017-01-01 Larm Teye, Alfred; Ahelegbey, DANIEL FELIX
Detecting spatial and temporal house price diffusion in the Netherlands: A Bayesian network approach
2017-01-01 Teye, A. L.; Ahelegbey, D. F.
Factorial Network Models to Improve P2P Credit Risk Management
2019-01-01 Ahelegbey, Daniel Felix; Giudici, Paolo; Hadji-Misheva, Branka
Latent factor models for credit scoring in P2P systems
2019-01-01 Ahelegbey, Daniel Felix; Giudici, Paolo; Hadji-Misheva, Branka
A Statistical Measure of Global Equity Market Risk
2020-01-01 Ahelegbey, DANIEL FELIX
NetVIX: come misurare la turbolenza dei mercati finanziari
2020-01-01 Ahelegbey, DANIEL FELIX; Giudici, PAOLO STEFANO
Tree networks to assess financial contagion
2020-01-01 Agosto, A.; Ahelegbey, D. F.; Giudici, P.
Tree networks to assess financial contagion
2020-01-01 Agosto, A.; Ahelegbey, D. F.; Giudici, P.
Tail Risk Transmission: A Study of the Iran Food Industry
2020-01-01 Mojtahedi, Fatemeh; Mojaverian, Seyed Mojtaba; Ahelegbey, Daniel F.; Giudici, Paolo
Modeling Turning Points in the Global Equity Market
2021-01-01 Ahelegbey, DANIEL FELIX; Billio, Monica; Casarin, Roberto
Network VAR Models to Measure Financial Contagion
2021-01-01 Ahelegbey, DANIEL FELIX; Giudici, PAOLO STEFANO; Qamhieh Hashem, Shatha
Risk management via contemporaneous and temporal dependence structures with applications
2021-01-01 Senyo Fianu, Emmanuel; Ahelegbey, DANIEL FELIX; Grossi, Luigi
Tail Risk Measurement In Crypto-Asset Markets
2021-01-01 Ahelegbey, DANIEL FELIX; Giudici, PAOLO STEFANO; Mojtahedi, Fatemeh
NetVIX - A Network Volatility Index of Financial Markets
2022-01-01 Ahelegbey, DANIEL FELIX; Giudici, PAOLO STEFANO
| Titolo | Data di pubblicazione | Autore(i) | File |
|---|---|---|---|
| Bayesian selection of systemic risk networks | 1-gen-2014 | Ahelegbey, D. F.; Giudici, P. | |
| Sparse BGVAR models for Systemic Risk Analysis | 1-gen-2015 | Ahelegbey, DANIEL FELIX; Billio, Monica; Casarin, Roberto | |
| Bayesian Graphical Models for STructural Vector Autoregressive Processes | 1-gen-2016 | Ahelegbey, Daniel Felix; Billio, Monica; Casarin, Roberto | |
| The Econometrics of Bayesian Graphical Models: A Review with Financial Application | 1-gen-2016 | Ahelegbey, Daniel Felix | |
| Sparse Bayesian Graphical VAR for Risk Analysis | 1-gen-2016 | Ahelegbey, DANIEL FELIX; Billio, Monica; Casarin, Roberto | |
| Sparse Graphical Vector Autoregression: A Bayesian Approach | 1-gen-2016 | Ahelegbey, DANIEL FELIX; Billio, Monica; Casarin, Roberto | |
| Spatial and Temporal House Price Diffusion in the Netherlands: A Bayesian Network Approach | 1-gen-2017 | Larm Teye, Alfred; Ahelegbey, DANIEL FELIX | |
| Detecting spatial and temporal house price diffusion in the Netherlands: A Bayesian network approach | 1-gen-2017 | Teye, A. L.; Ahelegbey, D. F. | |
| Factorial Network Models to Improve P2P Credit Risk Management | 1-gen-2019 | Ahelegbey, Daniel Felix; Giudici, Paolo; Hadji-Misheva, Branka | |
| Latent factor models for credit scoring in P2P systems | 1-gen-2019 | Ahelegbey, Daniel Felix; Giudici, Paolo; Hadji-Misheva, Branka | |
| A Statistical Measure of Global Equity Market Risk | 1-gen-2020 | Ahelegbey, DANIEL FELIX | |
| NetVIX: come misurare la turbolenza dei mercati finanziari | 1-gen-2020 | Ahelegbey, DANIEL FELIX; Giudici, PAOLO STEFANO | |
| Tree networks to assess financial contagion | 1-gen-2020 | Agosto, A.; Ahelegbey, D. F.; Giudici, P. | |
| Tree networks to assess financial contagion | 1-gen-2020 | Agosto, A.; Ahelegbey, D. F.; Giudici, P. | |
| Tail Risk Transmission: A Study of the Iran Food Industry | 1-gen-2020 | Mojtahedi, Fatemeh; Mojaverian, Seyed Mojtaba; Ahelegbey, Daniel F.; Giudici, Paolo | |
| Modeling Turning Points in the Global Equity Market | 1-gen-2021 | Ahelegbey, DANIEL FELIX; Billio, Monica; Casarin, Roberto | |
| Network VAR Models to Measure Financial Contagion | 1-gen-2021 | Ahelegbey, DANIEL FELIX; Giudici, PAOLO STEFANO; Qamhieh Hashem, Shatha | |
| Risk management via contemporaneous and temporal dependence structures with applications | 1-gen-2021 | Senyo Fianu, Emmanuel; Ahelegbey, DANIEL FELIX; Grossi, Luigi | |
| Tail Risk Measurement In Crypto-Asset Markets | 1-gen-2021 | Ahelegbey, DANIEL FELIX; Giudici, PAOLO STEFANO; Mojtahedi, Fatemeh | |
| NetVIX - A Network Volatility Index of Financial Markets | 1-gen-2022 | Ahelegbey, DANIEL FELIX; Giudici, PAOLO STEFANO |
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