AHELEGBEY, DANIEL FELIX

AHELEGBEY, DANIEL FELIX  

DIPARTIMENTO DI SCIENZE ECONOMICHE E AZIENDALI  

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Titolo Data di pubblicazione Autore(i) File
Bayesian Graphical Models for STructural Vector Autoregressive Processes 1-gen-2016 Ahelegbey, Daniel Felix; Billio, Monica; Casarin, Roberto
Bayesian selection of systemic risk networks 1-gen-2014 Ahelegbey, D. F.; Giudici, P.
Default count-based network models for credit contagion 1-gen-2022 Agosto, Arianna; 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.
The Econometrics of Bayesian Graphical Models: A Review with Financial Application 1-gen-2016 Ahelegbey, Daniel Felix
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
Modeling risk contagion in the Italian zonal electricity market 1-gen-2022 Senyo Fianu, Emmanuel; Ahelegbey, DANIEL FELIX; Grossi, Luigi
Modeling Turning Points in the Global Equity Market 1-gen-2021 Ahelegbey, DANIEL FELIX; Billio, Monica; Casarin, Roberto
NetVIX - A Network Volatility Index of Financial Markets 1-gen-2022 Ahelegbey, DANIEL FELIX; Giudici, PAOLO STEFANO
NetVIX: come misurare la turbolenza dei mercati finanziari 1-gen-2020 Ahelegbey, DANIEL FELIX; Giudici, PAOLO STEFANO
Network Based Evidence of the Financial Impact of Covid-19 Pandemic 1-gen-2022 Ahelegbey, DANIEL FELIX; Cerchiello, Paola; Scaramozzino, Roberta
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
Sparse Bayesian Graphical VAR for Risk Analysis 1-gen-2016 Ahelegbey, DANIEL FELIX; Billio, Monica; Casarin, Roberto
Sparse BGVAR models for Systemic Risk Analysis 1-gen-2015 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
A Statistical Measure of Global Equity Market Risk 1-gen-2020 Ahelegbey, DANIEL FELIX
Tail Risk Measurement In Crypto-Asset Markets 1-gen-2021 Ahelegbey, DANIEL FELIX; Giudici, PAOLO STEFANO; Mojtahedi, Fatemeh