Robust and sparse banking network estimation (Q1754723): Difference between revisions
From MaRDI portal
Changed an Item |
Changed an Item |
||
Property / describes a project that uses | |||
Property / describes a project that uses: glasso / rank | |||
Normal rank |
Revision as of 16:28, 28 February 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Robust and sparse banking network estimation |
scientific article |
Statements
Robust and sparse banking network estimation (English)
0 references
31 May 2018
0 references
finance
0 references
financial networks
0 references
graphical models
0 references
CDS spreads
0 references