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Bayesian dynamic financial networks with time-varying predictors · Study

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ArticleBayesian dynamic financial networks with time-varying predictors

Daniele Durante2014

OA

Articlebronze2014

Bayesian dynamic financial networks with time-varying predictors

Daniele Durante · David B. Dunson

32 citations·0/0 files stored·Statistics & Probability Letters

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Financial Risk and Volatility Modeling Bayesian Modeling and Causal Inference Complex Systems and Time Series Analysis

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References

1993Common risk factors in the returns on stocks and bonds 2009Deciphering the Liquidity and Credit Crunch 2007–2008 2006Analysis of Financial Time Series 1999Hierarchical structure in financial markets 2005Analysis of Financial Time Series 2008Deciphering the Liquidity and Credit Crunch 2007-08 2003Dynamics of market correlations: Taxonomy and portfolio analysis 2010The subprime credit crisis and contagion in financial markets

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2023Online monitoring of dynamic networks using flexible multivariate control charts

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Details

Year2014

Typearticle

Published2014-06-20

VenueStatistics & Probability Letters

ISSN-L0167-7152

Languageen

Citations32

Files0 public / 0

ShelfFinancial Risk and Volatility Modeling

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doi10.1016/j.spl.2014.06.015

openalex_workW2045577908

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