Financial contagion through space-time point processes
type: Item
instance of: scholarly article
title: Financial contagion through space-time point processes
zbMATH Open document ID: 1480.91299
author: Giada Adelfio
author: Arianna Agosto
author: Marcello Chiodi
author: Paolo Giudici
published in: Statistical Methods and Applications
publication date: 2021-12-13T00:00:00Z
Mathematics Subject Classification ID: 91G45
Mathematics Subject Classification ID: 62M30
Mathematics Subject Classification ID: 60G55
Mathematics Subject Classification ID: 91G40
zbMATH DE Number: 7443719
zbMATH Keywords: contagion models
zbMATH Keywords: credit risk
zbMATH Keywords: space-time point processes
describes a project that uses: etasFLP
MaRDI profile type: Publication
full work available at URL: s10260-020-00538-2
OpenAlex ID: W3041481402
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DOI: 10.1007/S10260-020-00538-2
description: scientific article; zbMATH DE number 7443719