Bayesian Selection of Systemic Risk Networks

DOI10.1108/S0731-905320140000034007zbMath1452.91321OpenAlexW2468803093MaRDI QIDQ5133545

Paolo Giudici, Daniel Felix Ahelegbey

Publication date: 10 November 2020

Published in: Advances in Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1108/s0731-905320140000034007

zbMATH Keywords

Bayesian analysisfinancial risk managementfinancial econometricsgraphical Gaussian modelsmodel construction and estimation

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Financial networks (including contagion, systemic risk, regulation) (91G45)

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