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 2 3 36
A Statistical Measure of Global Equity Market Risk 0 0 0 26 0 0 1 44
Bayesian Graphical Models for Structural Vector Autoregressive Processes 0 0 1 159 0 0 3 428
Default count-based network models for credit contagion 0 0 1 21 0 1 3 46
Factorial Network Models To Improve P2P Credit Risk Management 0 0 1 38 0 0 2 107
HIERARCHICAL GRAPHICAL MODELS, WITH APPLICATION TO SYSTEMIC RISK 0 0 1 105 0 2 3 259
Hierarchical Graphical Models, With Application to Systemic Risk 0 0 0 37 0 0 0 114
Interconnected Deviations from Covered Interest Parity 0 0 1 14 2 3 5 37
Latent Factor Models for Credit Scoring in P2P Systems 0 0 0 23 0 0 3 54
Market Risk, Connectedness and Turbulence: A Comparison of 21st Century Financial Crises 0 0 1 18 2 3 7 47
Modeling Risk Contagion in the Italian Zonal Electricity Market 0 0 0 44 1 2 2 77
Modeling Turning Points In Global Equity Market 0 0 0 39 1 2 4 43
NetVIX - A Network Volatility Index of Financial Markets 0 0 0 28 2 7 27 381
Network Based Evidence of the Financial Impact of Covid-19 Pandemic 0 0 0 17 0 1 1 45
Network VAR models to Measure Financial Contagion 0 0 2 84 1 3 8 214
Sparse Graphical Vector Autoregression: A Bayesian Approach 0 0 0 78 0 0 0 192
Spatial and Temporal House Price Diffusion in the Netherlands: A Bayesian Network Approach 0 0 0 19 0 0 2 69
Statistical Modelling of Downside Risk Spillovers 0 0 0 7 0 1 2 23
Tail Risk Measurement In Crypto-Asset Markets 0 1 4 40 1 5 12 103
Tail Risk Transmission: A Study of Iran Food Industry 0 0 0 11 0 2 4 62
The Econometrics of Bayesian Graphical Models: A Review With Financial Application 0 0 0 5 0 1 3 45
The Econometrics of Networks: A Review 0 0 2 302 0 0 21 587
Tree Networks to Assess Financial Contagion 0 0 0 22 0 1 1 57
Tree Networks to assess Financial Contagion 0 0 0 12 0 0 1 26
Total Working Papers 0 1 14 1,173 10 36 118 3,096


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 0 23 0 0 0 108
Credit Scoring for Peer-to-Peer Lending 0 0 1 1 2 2 9 13
Crypto Asset Portfolio Selection 0 1 2 7 0 4 9 22
Default count-based network models for credit contagion 0 0 0 0 1 3 4 6
Detecting spatial and temporal house price diffusion in the Netherlands: A Bayesian network approach 0 0 0 10 1 2 3 79
Latent factor models for credit scoring in P2P systems 0 0 0 16 1 1 3 110
Measuring the impact of the EU health emergency response authority on the economic sectors and the public sentiment 0 0 1 1 0 0 5 5
Modeling Turning Points in the Global Equity Market 0 0 1 1 0 1 6 6
Modeling risk contagion in the Italian zonal electricity market 0 0 0 2 1 1 3 12
Multidimensional Inequality Metrics for Sustainable Business Development 0 0 0 0 2 4 4 4
NetVIX — A network volatility index of financial markets 1 1 1 3 3 5 6 18
Network VAR models to measure financial contagion 0 0 1 12 0 0 4 36
Network based evidence of the financial impact of Covid-19 pandemic 1 1 2 6 1 2 5 17
Sparse Graphical Vector Autoregression: A Bayesian Approach 0 0 1 14 0 0 1 79
Statistical Modelling of Downside Risk Spillovers 0 0 0 1 0 3 4 20
Tail Risk Transmission: A Study of the Iran Food Industry 0 0 1 3 0 1 2 33
Tail risk measurement in crypto-asset markets 0 1 2 16 0 1 2 67
The econometrics of Bayesian graphical models: a review with financial application 0 0 0 0 2 2 2 2
The nexus of conventional, religious and ethical indexes during crisis 0 0 3 3 4 7 14 14
Tree networks to assess financial contagion 0 0 0 9 0 1 3 69
Total Journal Articles 2 4 16 128 18 40 89 720


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 1 16 0 0 2 51
Total Chapters 0 0 1 16 0 0 2 51


Statistics updated 2025-03-03