Bayesian Selection of Systemic Risk Networks (Q5133545)
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scientific article; zbMATH DE number 7272423
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian Selection of Systemic Risk Networks |
scientific article; zbMATH DE number 7272423 |
Statements
Bayesian Selection of Systemic Risk Networks (English)
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10 November 2020
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Bayesian analysis
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financial econometrics
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financial risk management
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graphical Gaussian models
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model construction and estimation
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