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 1 3 37
A Statistical Measure of Global Equity Market Risk 0 0 0 26 0 1 1 45
Bayesian Graphical Models for Structural Vector Autoregressive Processes 0 0 0 159 0 0 1 429
Default count-based network models for credit contagion 0 0 0 21 0 1 3 48
Factorial Network Models To Improve P2P Credit Risk Management 0 0 0 38 0 1 2 109
HIERARCHICAL GRAPHICAL MODELS, WITH APPLICATION TO SYSTEMIC RISK 0 0 0 105 0 3 6 263
Hierarchical Graphical Models, With Application to Systemic Risk 0 0 0 37 0 1 1 115
Interconnected Deviations from Covered Interest Parity 0 0 0 14 0 0 5 38
Latent Factor Models for Credit Scoring in P2P Systems 0 0 0 23 0 5 6 59
Market Risk, Connectedness and Turbulence: A Comparison of 21st Century Financial Crises 0 0 0 18 0 1 5 48
Modeling Risk Contagion in the Italian Zonal Electricity Market 0 0 0 44 0 0 2 77
Modeling Turning Points In Global Equity Market 0 0 0 39 0 0 2 43
NetVIX - A Network Volatility Index of Financial Markets 0 0 0 28 1 4 29 396
Network Based Evidence of the Financial Impact of Covid-19 Pandemic 0 0 0 17 1 1 2 46
Network VAR models to Measure Financial Contagion 0 0 0 84 1 4 12 220
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 1 1 1 70
Statistical Modelling of Downside Risk Spillovers 0 0 0 7 0 0 1 23
Tail Risk Measurement In Crypto-Asset Markets 0 1 3 41 0 2 12 106
Tail Risk Transmission: A Study of Iran Food Industry 0 0 0 11 0 0 3 62
The Econometrics of Bayesian Graphical Models: A Review With Financial Application 0 0 0 5 0 0 2 46
The Econometrics of Networks: A Review 1 1 1 303 1 2 5 589
Tree Networks to Assess Financial Contagion 0 0 0 22 0 0 1 57
Tree Networks to assess Financial Contagion 0 0 0 12 1 2 5 31
Total Working Papers 1 2 4 1,175 6 30 110 3,149

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 1 5 7 115
Credit Scoring for Peer-to-Peer Lending 0 0 1 1 0 1 7 15
Crypto Asset Portfolio Selection 0 0 1 7 0 0 6 23
Default count-based network models for credit contagion 0 0 0 0 0 0 5 8
Detecting spatial and temporal house price diffusion in the Netherlands: A Bayesian network approach 0 0 0 10 1 2 5 82
Inference of Impulse Responses via Bayesian Graphical Structural VAR Models 0 0 1 1 0 1 4 4
Latent factor models for credit scoring in P2P systems 0 0 0 16 0 1 2 111
Measuring the impact of the EU health emergency response authority on the economic sectors and the public sentiment 0 0 0 1 0 0 1 5
Modeling Turning Points in the Global Equity Market 0 0 1 2 0 4 8 11
Modeling risk contagion in the Italian zonal electricity market 0 0 0 2 2 4 6 17
Multidimensional Inequality Metrics for Sustainable Business Development 0 0 0 0 1 2 7 7
NetVIX — A network volatility index of financial markets 0 0 1 3 2 4 9 22
Network VAR models to measure financial contagion 0 0 1 13 1 3 6 42
Network based evidence of the financial impact of Covid-19 pandemic 0 0 1 6 1 2 4 19
Sparse Graphical Vector Autoregression: A Bayesian Approach 1 1 2 15 2 4 7 85
Statistical Modelling of Downside Risk Spillovers 0 0 0 1 1 1 5 21
Structural changes in contagion channels: the impact of COVID-19 on the Italian electricity market 0 0 0 0 1 2 3 3
Tail Risk Transmission: A Study of the Iran Food Industry 0 0 0 3 0 0 1 33
Tail risk measurement in crypto-asset markets 0 0 1 16 1 3 8 74
The econometrics of Bayesian graphical models: a review with financial application 0 0 1 1 1 1 5 5
The nexus of conventional, religious and ethical indexes during crisis 0 1 4 4 1 3 23 24
Tree networks to assess financial contagion 0 0 0 9 1 2 6 73
Total Journal Articles 1 2 15 134 17 45 135 799

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 0 2 52
Total Chapters 0 0 0 16 0 0 2 52

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Statistics updated 2025-10-06