Robust and sparse banking network estimation (Q1754723)
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scientific article; zbMATH DE number 6877268
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Robust and sparse banking network estimation |
scientific article; zbMATH DE number 6877268 |
Statements
Robust and sparse banking network estimation (English)
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31 May 2018
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finance
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financial networks
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graphical models
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CDS spreads
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0.7932444214820862
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0.7678965926170349
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0.7619943022727966
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0.7603112459182739
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0.7482139468193054
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