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 0 0 0 24 0 8 12 48
A Statistical Measure of Global Equity Market Risk 0 0 0 26 1 3 7 51
Bayesian Graphical Models for Structural Vector Autoregressive Processes 0 0 0 159 2 3 7 435
Default count-based network models for credit contagion 0 0 0 21 1 4 8 54
Factorial Network Models To Improve P2P Credit Risk Management 0 1 1 39 0 6 9 116
HIERARCHICAL GRAPHICAL MODELS, WITH APPLICATION TO SYSTEMIC RISK 0 0 0 105 2 4 9 268
Hierarchical Graphical Models, With Application to Systemic Risk 0 0 0 37 1 6 8 122
Interconnected Deviations from Covered Interest Parity 0 0 0 14 1 4 5 42
Latent Factor Models for Credit Scoring in P2P Systems 0 0 0 23 0 3 9 63
Market Risk, Connectedness and Turbulence: A Comparison of 21st Century Financial Crises 0 1 1 19 0 6 9 56
Modeling Risk Contagion in the Italian Zonal Electricity Market 0 0 0 44 1 4 6 83
Modeling Turning Points In Global Equity Market 0 0 0 39 1 6 8 51
NetVIX - A Network Volatility Index of Financial Markets 0 0 1 29 1 5 26 407
Network Based Evidence of the Financial Impact of Covid-19 Pandemic 0 0 0 17 1 7 10 55
Network VAR models to Measure Financial Contagion 0 0 0 84 3 7 13 227
Sparse Graphical Vector Autoregression: A Bayesian Approach 0 0 0 78 1 8 13 205
Spatial and Temporal House Price Diffusion in the Netherlands: A Bayesian Network Approach 0 0 0 19 0 4 7 76
Statistical Modelling of Downside Risk Spillovers 0 0 0 7 0 4 4 27
Tail Risk Measurement In Crypto-Asset Markets 1 1 2 42 5 17 25 128
Tail Risk Transmission: A Study of Iran Food Industry 0 0 0 11 3 6 9 71
The Econometrics of Bayesian Graphical Models: A Review With Financial Application 0 0 0 5 0 4 7 52
The Econometrics of Networks: A Review 0 0 1 303 2 10 17 604
Tree Networks to Assess Financial Contagion 0 0 0 22 0 3 7 64
Tree Networks to assess Financial Contagion 0 0 0 12 0 5 11 37
Total Working Papers 1 3 6 1,179 26 137 246 3,342

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 0 0 1 24 0 12 24 132
Credit Scoring for Peer-to-Peer Lending 0 0 0 1 1 4 8 21
Crypto Asset Portfolio Selection 0 0 0 7 0 9 10 32
Default count-based network models for credit contagion 0 0 0 0 1 6 8 14
Detecting spatial and temporal house price diffusion in the Netherlands: A Bayesian network approach 0 0 0 10 0 1 5 84
Inference of Impulse Responses via Bayesian Graphical Structural VAR Models 0 1 2 2 0 12 21 21
Latent factor models for credit scoring in P2P systems 0 0 0 16 0 5 9 119
Measuring the impact of the EU health emergency response authority on the economic sectors and the public sentiment 0 0 0 1 0 4 6 11
Modeling Turning Points in the Global Equity Market 0 0 1 2 3 9 15 21
Modeling risk contagion in the Italian zonal electricity market 0 0 0 2 0 9 16 28
Multidimensional Inequality Metrics for Sustainable Business Development 0 0 0 0 3 8 18 22
NetVIX — A network volatility index of financial markets 0 0 0 3 0 3 9 27
Network VAR models to measure financial contagion 0 0 1 13 3 10 19 55
Network based evidence of the financial impact of Covid-19 pandemic 0 0 0 6 0 3 5 22
Sparse Graphical Vector Autoregression: A Bayesian Approach 0 0 1 15 1 9 17 96
Statistical Modelling of Downside Risk Spillovers 0 0 0 1 1 7 11 31
Structural changes in contagion channels: the impact of COVID-19 on the Italian electricity market 0 0 0 0 0 5 8 8
Tail Risk Transmission: A Study of the Iran Food Industry 0 0 0 3 1 3 3 36
Tail risk measurement in crypto-asset markets 0 0 0 16 1 7 18 85
The econometrics of Bayesian graphical models: a review with financial application 0 0 2 2 0 4 9 11
The nexus of conventional, religious and ethical indexes during crisis 0 0 2 5 0 3 17 31
Tree networks to assess financial contagion 0 0 0 9 2 4 11 80
Total Journal Articles 0 1 10 138 17 137 267 987

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 0 0 0 16 0 3 4 55
Total Chapters 0 0 0 16 0 3 4 55

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Statistics updated 2026-03-04