Modeling systemic risk with Markov switching graphical SUR models (Q1740342)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Modeling systemic risk with Markov switching graphical SUR models |
scientific article |
Statements
Modeling systemic risk with Markov switching graphical SUR models (English)
0 references
30 April 2019
0 references
Markov regime-switching
0 references
weighted eigenvector centrality
0 references
graphical models
0 references
MCMC
0 references
systemic risk
0 references
network connectivity
0 references
0 references
0 references