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Hierarchical graphical models, with application to systemic risk
Ahelegbey, Daniel Felix; Giudici, Paolo - 2014
Persistent link: https://www.econbiz.de/10011632007
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The econometrics of networks : a review
Ahelegbey, Daniel Felix - 2015
Persistent link: https://www.econbiz.de/10011635385
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Bayesian graphical models for structural vector autoregressive processes
Ahelegbey, Daniel Felix; Billio, Monica; Casarin, Roberto - 2012
Persistent link: https://www.econbiz.de/10011629070
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Sparse graphical vector autoregression : a Bayesian approach
Ahelegbey, Daniel Felix; Billio, Monica; Casarin, Roberto - 2014
Persistent link: https://www.econbiz.de/10011629454