Pages that link to "Item:Q2059116"
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The following pages link to Financial contagion through space-time point processes (Q2059116):
Displaying 8 items.
- Spillover dynamics for systemic risk measurement using spatial financial time series models (Q337776) (← links)
- A Markov modulated dynamic contagion process with application to credit risk (Q2000733) (← links)
- Including covariates in a space-time point process with application to seismicity (Q2062341) (← links)
- Effective transfer entropy to measure information flows in credit markets (Q2082476) (← links)
- Contagion modeling between the financial and insurance markets with time changed processes (Q2397853) (← links)
- Spatial contagion between financial markets: a copula-based approach (Q3103168) (← links)
- The impact of the SARS-CoV-2 pandemic on financial markets: a seismologic approach (Q6148811) (← links)
- Detecting early warning signals of financial crisis in spatial endogenous credit model using patch-size distribution (Q6167687) (← links)