AHELEGBEY, DANIEL FELIX
AHELEGBEY, DANIEL FELIX
DIPARTIMENTO DI SCIENZE ECONOMICHE E AZIENDALI
A network based fintech inclusion platform
2023-01-01 Ahelegbey, Daniel; Giudici, Paolo; Pediroda, Valentino
A Statistical Measure of Global Equity Market Risk
2020-01-01 Ahelegbey, DANIEL FELIX
Bayesian Graphical Models for STructural Vector Autoregressive Processes
2016-01-01 Ahelegbey, Daniel Felix; Billio, Monica; Casarin, Roberto
Bayesian selection of systemic risk networks
2014-01-01 Ahelegbey, D. F.; Giudici, P.
Default count-based network models for credit contagion
2022-01-01 Agosto, Arianna; 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
Measuring Causal Effect with ARDL-BART: A Macroeconomic Application
2024-01-01 Mahdavi, Pegah; Ali Ehsani, Mohammad; Ahelegbey, DANIEL FELIX; Mohammadpour, Mehrnaz
Measuring the impact of the EU health emergency response authority on the economic sectors and the public sentiment
2024-01-01 Cerchiello, Paola; Ahelegbey, DANIEL FELIX; Celani, Alessandro
Modeling risk contagion in the Italian zonal electricity market
2022-01-01 Senyo Fianu, Emmanuel; Ahelegbey, DANIEL FELIX; Grossi, Luigi
Modeling Turning Points in the Global Equity Market
2021-01-01 Ahelegbey, DANIEL FELIX; Billio, Monica; Casarin, Roberto
NetVIX - A Network Volatility Index of Financial Markets
2022-01-01 Ahelegbey, DANIEL FELIX; Giudici, PAOLO STEFANO
NetVIX: come misurare la turbolenza dei mercati finanziari
2020-01-01 Ahelegbey, DANIEL FELIX; Giudici, PAOLO STEFANO
Network Based Evidence of the Financial Impact of Covid-19 Pandemic
2022-01-01 Ahelegbey, DANIEL FELIX; Cerchiello, Paola; Scaramozzino, Roberta
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
Sparse Bayesian Graphical VAR for Risk Analysis
2016-01-01 Ahelegbey, DANIEL FELIX; Billio, Monica; Casarin, Roberto
Sparse BGVAR models for Systemic Risk Analysis
2015-01-01 Ahelegbey, DANIEL FELIX; Billio, Monica; Casarin, Roberto
Sparse Graphical Vector Autoregression: A Bayesian Approach
2016-01-01 Ahelegbey, DANIEL FELIX; Billio, Monica; Casarin, Roberto
| Titolo | Data di pubblicazione | Autore(i) | File |
|---|---|---|---|
| A network based fintech inclusion platform | 1-gen-2023 | Ahelegbey, Daniel; Giudici, Paolo; Pediroda, Valentino | |
| A Statistical Measure of Global Equity Market Risk | 1-gen-2020 | Ahelegbey, DANIEL FELIX | |
| 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. | |
| 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 | |
| Measuring Causal Effect with ARDL-BART: A Macroeconomic Application | 1-gen-2024 | Mahdavi, Pegah; Ali Ehsani, Mohammad; Ahelegbey, DANIEL FELIX; Mohammadpour, Mehrnaz | |
| Measuring the impact of the EU health emergency response authority on the economic sectors and the public sentiment | 1-gen-2024 | Cerchiello, Paola; Ahelegbey, DANIEL FELIX; Celani, Alessandro | |
| 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 |