Pages that link to "Item:Q1754723"
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The following pages link to Robust and sparse banking network estimation (Q1754723):
Displaying 17 items.
- Robust and sparse banking network estimation (Q1754723) (← links)
- Risk attribution and interconnectedness in the EU via CDS data (Q2033695) (← links)
- Dynamic large financial networks \textit{via} conditional expected shortfalls (Q2076940) (← links)
- Operational research and artificial intelligence methods in banking (Q2106712) (← links)
- Financial contagion in banking networks with community structure (Q2108669) (← links)
- Constructing banking networks under decreasing costs of link formation (Q2127361) (← links)
- Corporate credit risk counter-cyclical interdependence: a systematic analysis of cross-border and cross-sector correlation dynamics (Q2171628) (← links)
- On a high-dimensional model representation method based on copulas (Q2178128) (← links)
- Do banks change their liquidity ratios based on network characteristics? (Q2183893) (← links)
- Systemic risk assessment through high order clustering coefficient (Q2241111) (← links)
- Network tail risk estimation in the European banking system (Q2246610) (← links)
- Filtering for risk assessment of interbank network (Q2272322) (← links)
- SPARSE PREDICTIVE MODELING FOR BANK TELEMARKETING SUCCESS USING SMOOTH-THRESHOLD ESTIMATING EQUATIONS (Q2953955) (← links)
- Adjusting covariance matrix for risk management (Q5139262) (← links)
- The impacts of investor network and herd behavior on market stability: social learning, network structure, and heterogeneity (Q6106790) (← links)
- Early warning of systemic risk in global banking: eigen-pair R number for financial contagion and market price-based methods (Q6148815) (← links)
- Improved credit risk prediction based on an integrated graph representation learning approach with graph transformation (Q6554678) (← links)
