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 3 6 8 43
A Statistical Measure of Global Equity Market Risk 0 0 0 26 0 3 4 48
Bayesian Graphical Models for Structural Vector Autoregressive Processes 0 0 0 159 0 3 4 432
Default count-based network models for credit contagion 0 0 0 21 1 3 5 51
Factorial Network Models To Improve P2P Credit Risk Management 1 1 1 39 4 5 7 114
HIERARCHICAL GRAPHICAL MODELS, WITH APPLICATION TO SYSTEMIC RISK 0 0 0 105 0 1 6 264
Hierarchical Graphical Models, With Application to Systemic Risk 0 0 0 37 2 3 4 118
Interconnected Deviations from Covered Interest Parity 0 0 0 14 1 1 5 39
Latent Factor Models for Credit Scoring in P2P Systems 0 0 0 23 1 2 7 61
Market Risk, Connectedness and Turbulence: A Comparison of 21st Century Financial Crises 1 1 1 19 2 4 8 52
Modeling Risk Contagion in the Italian Zonal Electricity Market 0 0 0 44 1 3 5 80
Modeling Turning Points In Global Equity Market 0 0 0 39 1 3 5 46
NetVIX - A Network Volatility Index of Financial Markets 0 1 1 29 2 8 30 404
Network Based Evidence of the Financial Impact of Covid-19 Pandemic 0 0 0 17 1 3 5 49
Network VAR models to Measure Financial Contagion 0 0 0 84 2 2 11 222
Sparse Graphical Vector Autoregression: A Bayesian Approach 0 0 0 78 3 8 8 200
Spatial and Temporal House Price Diffusion in the Netherlands: A Bayesian Network Approach 0 0 0 19 0 2 3 72
Statistical Modelling of Downside Risk Spillovers 0 0 0 7 1 1 1 24
Tail Risk Measurement In Crypto-Asset Markets 0 0 2 41 4 9 17 115
Tail Risk Transmission: A Study of Iran Food Industry 0 0 0 11 1 4 6 66
The Econometrics of Bayesian Graphical Models: A Review With Financial Application 0 0 0 5 1 3 5 49
The Econometrics of Networks: A Review 0 0 1 303 4 9 11 598
Tree Networks to Assess Financial Contagion 0 0 0 22 2 6 7 63
Tree Networks to assess Financial Contagion 0 0 0 12 0 1 6 32
Total Working Papers 2 3 6 1,178 37 93 178 3,242

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 1 1 24 2 7 14 122
Credit Scoring for Peer-to-Peer Lending 0 0 0 1 1 3 7 18
Crypto Asset Portfolio Selection 0 0 0 7 3 3 6 26
Default count-based network models for credit contagion 0 0 0 0 3 3 7 11
Detecting spatial and temporal house price diffusion in the Netherlands: A Bayesian network approach 0 0 0 10 0 1 6 83
Inference of Impulse Responses via Bayesian Graphical Structural VAR Models 0 0 1 1 5 10 14 14
Latent factor models for credit scoring in P2P systems 0 0 0 16 2 5 7 116
Measuring the impact of the EU health emergency response authority on the economic sectors and the public sentiment 0 0 0 1 3 5 5 10
Modeling Turning Points in the Global Equity Market 0 0 1 2 2 3 8 14
Modeling risk contagion in the Italian zonal electricity market 0 0 0 2 2 4 10 21
Multidimensional Inequality Metrics for Sustainable Business Development 0 0 0 0 3 10 16 17
NetVIX — A network volatility index of financial markets 0 0 1 3 1 3 11 25
Network VAR models to measure financial contagion 0 0 1 13 2 5 11 47
Network based evidence of the financial impact of Covid-19 pandemic 0 0 1 6 0 0 4 19
Sparse Graphical Vector Autoregression: A Bayesian Approach 0 0 1 15 2 4 10 89
Statistical Modelling of Downside Risk Spillovers 0 0 0 1 2 5 6 26
Structural changes in contagion channels: the impact of COVID-19 on the Italian electricity market 0 0 0 0 1 1 4 4
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 2 6 14 80
The econometrics of Bayesian graphical models: a review with financial application 0 1 2 2 0 2 7 7
The nexus of conventional, religious and ethical indexes during crisis 0 1 2 5 1 5 21 29
Tree networks to assess financial contagion 0 0 0 9 2 5 10 78
Total Journal Articles 0 3 12 137 39 90 199 889

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 1 1 2 53
Total Chapters 0 0 0 16 1 1 2 53

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Statistics updated 2026-01-09