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  • Search: subject:"poisson autoregressive models"
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Year of publication
Subject
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Ansteckungseffekt 2 Contagion effect 2 Stochastic process 2 Stochastischer Prozess 2 contagion 2 poisson autoregressive models 2 predictive monitoring 2 ARCH model 1 ARCH-Modell 1 ARMA model 1 ARMA-Modell 1 Autocorrelation 1 Autokorrelation 1 Causality analysis 1 Conditional Granger causality 1 Coronavirus 1 Credit risk 1 Financial networks 1 Forecasting model 1 Inter-sector contagion 1 Kausalanalyse 1 Kreditrisiko 1 Network 1 Netzwerk 1 PC-algorithm 1 Poisson autoregressive models 1 Prognoseverfahren 1 Theorie 1 Theory 1 Vectorautoregressive models 1
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Online availability
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Free 3 CC license 1
Type of publication
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Article 2 Book / Working Paper 1
Type of publication (narrower categories)
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Arbeitspapier 1 Article 1 Article in journal 1 Aufsatz in Zeitschrift 1 Graue Literatur 1 Non-commercial literature 1 Working Paper 1
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Language
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English 3
Author
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Agosto, Arianna 3 Giudici, Paolo 2 Ahelegbey, Daniel Felix 1
Published in...
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DEM working paper series 1 Risks 1 Risks : open access journal 1
Source
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ECONIS (ZBW) 2 EconStor 1
Showing 1 - 3 of 3
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A poisson autoregressive model to understand COVID-19 contagion dynamics
Agosto, Arianna; Giudici, Paolo - In: Risks 8 (2020) 3, pp. 1-8
We present a statistical model which can be employed to understand the contagion dynamics of the COVID-19, which can heavily impact health, economics and finance. The model is a Poisson autoregression of the daily new observed cases, and can reveal whether contagion has a trend, and where is...
Persistent link: https://www.econbiz.de/10013200610
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Cover Image
Default count-based network models for credit contagion
Agosto, Arianna; Ahelegbey, Daniel Felix - 2020
Persistent link: https://www.econbiz.de/10012322249
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Cover Image
A poisson autoregressive model to understand COVID-19 contagion dynamics
Agosto, Arianna; Giudici, Paolo - In: Risks : open access journal 8 (2020) 3/77, pp. 1-8
We present a statistical model which can be employed to understand the contagion dynamics of the COVID-19, which can heavily impact health, economics and finance. The model is a Poisson autoregression of the daily new observed cases, and can reveal whether contagion has a trend, and where is...
Persistent link: https://www.econbiz.de/10012293246
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