Pages that link to "Item:Q1740342"
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The following pages link to Modeling systemic risk with Markov switching graphical SUR models (Q1740342):
Displaying 9 items.
- Editorial introduction on complexity and big data in economics and finance: recent developments from a Bayesian perspective (Q1740337) (← links)
- NetVIX -- a network volatility index of financial markets (Q2116552) (← links)
- Analyzing systemic risk using non-linear marginal expected shortfall and its minimum spanning tree (Q2148614) (← links)
- Markov switching panel with endogenous synchronization effects (Q2172001) (← links)
- A semiparametric latent factor model for large scale temporal data with heteroscedasticity (Q2237806) (← links)
- Bayesian forecasting of multivariate time series: scalability, structure uncertainty and decisions (Q2304234) (← links)
- Bayesian nonparametric sparse VAR models (Q2323368) (← links)
- (Q4969209) (← links)
- Multilayer information spillover networks: measuring interconnectedness of financial institutions (Q5014249) (← links)
