Access Statistics for Daniel Felix Ahelegbey

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Bayesian Covariance Graph And Latent Position Model For Multivariate Financial Time Series 1 20 21 21 4 10 12 12
Bayesian Graphical Models for Structural Vector Autoregressive Processes 1 1 4 135 1 3 22 346
Default count-based network models for credit contagion 1 3 5 5 1 6 10 10
Factorial Network Models To Improve P2P Credit Risk Management 1 3 10 29 1 6 36 61
HIERARCHICAL GRAPHICAL MODELS, WITH APPLICATION TO SYSTEMIC RISK 0 3 5 98 0 4 17 218
Hierarchical Graphical Models, With Application to Systemic Risk 0 1 3 35 0 1 6 96
Latent Factor Models for Credit Scoring in P2P Systems 1 1 3 19 2 7 15 27
Market Risk, Connectedness and Turbulence: A Comparison of 21st Century Financial Crises 9 9 9 9 5 5 5 5
Modeling Risk Contagion in the Italian Zonal Electricity Market 0 26 27 27 4 11 12 12
Network VAR models to Measure Financial Contagion 3 11 24 24 3 14 18 18
Sparse Graphical Vector Autoregression: A Bayesian Approach 0 2 3 74 1 11 32 170
Spatial and Temporal House Price Diffusion in the Netherlands: A Bayesian Network Approach 0 1 4 16 1 5 32 53
Tail Risk Measurement In Crypto-Asset Markets 1 24 24 24 2 9 9 9
Tail Risk Transmission: A Study of Iran Food Industry 4 4 4 4 3 3 3 3
The Econometrics of Bayesian Graphical Models: A Review With Financial Application 0 1 2 2 2 5 18 21
The Econometrics of Networks: A Review 0 4 21 254 2 9 58 433
Tree Networks to Assess Financial Contagion 1 4 10 17 2 8 27 32
Total Working Papers 23 118 179 793 34 117 332 1,526


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Bayesian Graphical Models for STructural Vector Autoregressive Processes 1 1 4 17 1 5 20 70
Detecting spatial and temporal house price diffusion in the Netherlands: A Bayesian network approach 0 0 1 5 0 1 23 49
Latent factor models for credit scoring in P2P systems 1 4 7 7 3 11 34 43
Sparse Graphical Vector Autoregression: A Bayesian Approach 0 0 1 8 2 4 11 44
Tree networks to assess financial contagion 0 1 1 1 1 5 6 6
Total Journal Articles 2 6 14 38 7 26 94 212


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Bayesian Selection of Systemic Risk Networks 1 2 3 9 3 4 17 33
Total Chapters 1 2 3 9 3 4 17 33


Statistics updated 2020-06-04