Bayesian selection of systemic risk networks (Q5133545)
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scientific article; zbMATH DE number 7272423
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| English | Bayesian selection of systemic risk networks |
scientific article; zbMATH DE number 7272423 |
Statements
Bayesian Selection of Systemic Risk Networks (English)
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10 November 2020
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Bayesian analysis
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financial econometrics
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financial risk management
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graphical Gaussian models
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model construction and estimation
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0.8276810050010681
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0.7932444214820862
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0.7876936197280884
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0.771885097026825
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0.767486572265625
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