Inference for large financial systems
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Publication:5109982
DOI10.1111/mafi.12222OpenAlexW2752146356MaRDI QIDQ5109982
Justin A. Sirignano, Gustavo Schwenkler, Kay Giesecke
Publication date: 14 May 2020
Published in: Mathematical Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/mafi.12222
computational efficiencylikelihood inferencestatistical efficiencylarge interacting stochastic systems
Financial networks (including contagion, systemic risk, regulation) (91G45) Financial markets (91G15)
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