Pages that link to "Item:Q2329477"

The following pages link to A dynamic network model with persistent links and node-specific latent variables, with an application to the interbank market (Q2329477):

Displaying 9 items.

• Memory effects on link formation in temporal networks: a fractional calculus approach (Q2068402) (← links)
• The construction of multilayer stock network model (Q2072296) (← links)
• Do banks change their liquidity ratios based on network characteristics? (Q2183893) (← links)
• Tail Granger causalities and where to find them: extreme risk spillovers vs spurious linkages (Q2246755) (← links)
• On the equivalence between the kinetic Ising model and discrete autoregressive processes (Q4992318) (← links)
• On the analysis of fitness change: fitness-popularity dynamic network model with varying fitness (Q5135127) (← links)
• Analytical formulation for explaining the variations in traffic states: a fundamental diagram modeling perspective with stochastic parameters (Q6069222) (← links)
• New reliability model for complex systems based on stochastic processes and survival signature (Q6112871) (← links)
• Counterparty choice, maturity shifts and market freezes: lessons from the European interbank market (Q6558575) (← links)