A new Bayesian model for contagion and interdependence
Aubrey Poon and Dan Zhu
| Year of publication: |
2022
|
|---|---|
| Authors: | Poon, Aubrey ; Zhu, Dan |
| Subject: | Bayesian estimation | contagion | fat-tails | interdependence | omitted variable bias | stochastic volatility | time-varying parameter models | Bayes-Statistik | Bayesian inference | Theorie | Theory | Volatilität | Volatility | Ansteckungseffekt | Contagion effect | Schätzung | Estimation | Finanzkrise | Financial crisis |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07474938.2022.2072319 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013364908