Assessing systemic risk due to fire sales spillover through maximum entropy network reconstruction (Q1624485): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Changed an Item
ReferenceBot (talk | contribs)
Changed an Item
Property / cites work
 
Property / cites work: Filling in the blanks: network structure and interbank contagion / rank
 
Normal rank
Property / cites work
 
Property / cites work: The multiplex structure of interbank networks / rank
 
Normal rank
Property / cites work
 
Property / cites work: Information and Exponential Families / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal Portfolio Diversification Using the Maximum Entropy Principle / rank
 
Normal rank
Property / cites work
 
Property / cites work: Equivalence of Gauss's Principle and Minimum Discrimination Information Estimation of Probabilities / rank
 
Normal rank
Property / cites work
 
Property / cites work: When Micro Prudence Increases Macro Risk: The Destabilizing Effects of Financial Innovation, Leverage, and Diversification / rank
 
Normal rank
Property / cites work
 
Property / cites work: TRANSIENT LINEAR PRICE IMPACT AND FREDHOLM INTEGRAL EQUATIONS / rank
 
Normal rank
Property / cites work
 
Property / cites work: Ambiguity and the Bayesian Paradigm / rank
 
Normal rank
Property / cites work
 
Property / cites work: Statistical analysis of network data. Methods and models / rank
 
Normal rank
Property / cites work
 
Property / cites work: The impact of systemic and illiquidity risk on financing with risky collateral / rank
 
Normal rank
Property / cites work
 
Property / cites work: Ambiguity Aversion, Robustness, and the Variational Representation of Preferences / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bootstrapping topological properties and systemic risk of complex networks using the fitness model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Maximum entropy autoregressive conditional heteroskedasticity model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Maximum entropy estimation of density and regression functions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Completeness, interconnectedness and distribution of interbank exposures—a parameterized analysis of the stability of financial networks / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Mathematical Theory of Communication / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the performance of the flexible maximum entropy distributions within partially adaptive estimation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Calculation of maximum entropy densities with application to income distribution / rank
 
Normal rank
Property / cites work
 
Property / cites work: Applications of entropy in finance: a review / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5318734 / rank
 
Normal rank

Revision as of 09:28, 17 July 2024

scientific article
Language Label Description Also known as
English
Assessing systemic risk due to fire sales spillover through maximum entropy network reconstruction
scientific article

    Statements

    Assessing systemic risk due to fire sales spillover through maximum entropy network reconstruction (English)
    0 references
    0 references
    0 references
    0 references
    16 November 2018
    0 references
    systemic risk
    0 references
    maximum entropy
    0 references
    fire sales
    0 references
    financial networks
    0 references
    liquidity
    0 references
    0 references

    Identifiers