Robust and sparse banking network estimation
Gabriele Torri, Rosella Giacometti, Sandra Paterlini
| Year of publication: |
1 October 2018
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|---|---|
| Authors: | Torri, Gabriele ; Giacometti, Rosella ; Paterlini, Sandra |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 270.2018, 1 (1.10.), p. 51-65
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| Subject: | Finance | Financial networks | Tlasso | Graphical models | CDS spreads | Kreditderivat | Credit derivative | Theorie | Theory | Kreditrisiko | Credit risk | Bank | Unternehmensnetzwerk | Business network | Netzwerk | Network | Finanzmarkt | Financial market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ejor.2018.03.041 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011868914