Array ( [min_enforcement_level_override] => 5 )
The econometrics of networks : a review
Ahelegbey, Daniel Felix, (2015)
The role of contagion in the transmission of financial stress
Herculano, Miguel C., (2018)
Bayesian Selection of Systemic Risk Networks
Ahelegbey, Daniel Felix, (2020)
A statistical measure of global equity market risk
Statistical modelling of downside risk spillovers