Compound Poisson models for weighted networks with applications in finance
Axel Gandy, Luitgard A M. Veraart
| Year of publication: |
2021
|
|---|---|
| Authors: | Gandy, Axel ; Veraart, Luitgard A. M. |
| Subject: | Weighted directed networks | Compound Poisson distribution | Regression | Subnetwork prediction | Financial networks | Systemic risk | Theorie | Theory | Stochastischer Prozess | Stochastic process | Regressionsanalyse | Regression analysis | Netzwerk | Network | Risikomaß | Risk measure | Unternehmensnetzwerk | Business network | Systemrisiko | Finanzmarkt | Financial market |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s11579-020-00268-9 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012433634