Journal Article |
File Downloads |
Abstract Views |
Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
A Poisson Autoregressive Model to Understand COVID-19 Contagion Dynamics |
0 |
1 |
2 |
13 |
0 |
1 |
2 |
62 |
COVID-19 contagion and digital finance |
0 |
0 |
0 |
20 |
0 |
1 |
2 |
69 |
Exploiting default probabilities in a structural model with nonconstant barrier |
0 |
0 |
0 |
7 |
0 |
0 |
1 |
55 |
Financial Bubbles: A Study of Co-Explosivity in the Cryptocurrency Market |
0 |
1 |
1 |
13 |
0 |
1 |
4 |
54 |
Financial contagion through space-time point processes |
0 |
0 |
0 |
6 |
0 |
0 |
6 |
25 |
Modeling corporate defaults: Poisson autoregressions with exogenous covariates (PARX) |
0 |
2 |
5 |
134 |
2 |
7 |
14 |
342 |
Stochastic dividend discount model: covariance of random stock prices |
0 |
0 |
1 |
13 |
0 |
0 |
8 |
55 |
Tree networks to assess financial contagion |
0 |
0 |
0 |
9 |
0 |
1 |
3 |
69 |
Variance matters (in stochastic dividend discount models) |
0 |
0 |
0 |
9 |
0 |
0 |
2 |
82 |
Total Journal Articles |
0 |
4 |
9 |
224 |
2 |
11 |
42 |
813 |