Pages that link to "Item:Q337776"

The following pages link to Spillover dynamics for systemic risk measurement using spatial financial time series models (Q337776):

Displaying 9 items.

• Measuring sovereign risk spillovers and assessing the role of transmission channels: a spatial econometrics approach (Q1657178) (← links)
• The spatial \textit{probit} model--an application to the study of banking crises at the end of the 1990's (Q1783163) (← links)
• Maximum likelihood estimation for score-driven models (Q2116342) (← links)
• The varying spillover of U.S. systemic risk: a functional-coefficient cointegration approach (Q2126203) (← links)
• Fixed effects spatial panel data models with time-varying spatial dependence (Q2209591) (← links)
• Commercial and residential mortgage defaults: spatial dependence with frailty (Q2323366) (← links)
• Missing observations in observation-driven time series models (Q2658759) (← links)
• Detecting early warning signals of financial crisis in spatial endogenous credit model using patch-size distribution (Q6167687) (← links)
• Fast estimation of a large TVP-VAR model with score-driven volatilities (Q6556130) (← links)