Modeling systemic risk with Markov switching graphical SUR models (Q1740342)
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scientific article; zbMATH DE number 7049088
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| English | Modeling systemic risk with Markov switching graphical SUR models |
scientific article; zbMATH DE number 7049088 |
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Modeling systemic risk with Markov switching graphical SUR models (English)
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30 April 2019
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Markov regime-switching
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weighted eigenvector centrality
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graphical models
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MCMC
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systemic risk
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network connectivity
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