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 0 2 36
A Statistical Measure of Global Equity Market Risk 0 0 0 26 0 0 0 44
Bayesian Graphical Models for Structural Vector Autoregressive Processes 0 0 0 159 0 1 2 429
Default count-based network models for credit contagion 0 0 1 21 0 0 4 47
Factorial Network Models To Improve P2P Credit Risk Management 0 0 1 38 0 0 2 108
HIERARCHICAL GRAPHICAL MODELS, WITH APPLICATION TO SYSTEMIC RISK 0 0 0 105 0 0 3 260
Hierarchical Graphical Models, With Application to Systemic Risk 0 0 0 37 0 0 0 114
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 0 2 54
Market Risk, Connectedness and Turbulence: A Comparison of 21st Century Financial Crises 0 0 1 18 0 0 5 47
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 3 43
NetVIX - A Network Volatility Index of Financial Markets 0 0 0 28 3 6 28 392
Network Based Evidence of the Financial Impact of Covid-19 Pandemic 0 0 0 17 0 0 1 45
Network VAR models to Measure Financial Contagion 0 0 1 84 0 2 9 216
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 0 69
Statistical Modelling of Downside Risk Spillovers 0 0 0 7 0 0 1 23
Tail Risk Measurement In Crypto-Asset Markets 0 0 2 40 1 1 11 104
Tail Risk Transmission: A Study of Iran Food Industry 0 0 0 11 0 0 4 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 0 0 0 302 0 0 10 587
Tree Networks to Assess Financial Contagion 0 0 0 22 0 0 1 57
Tree Networks to assess Financial Contagion 0 0 0 12 0 1 3 29
Total Working Papers 0 0 6 1,173 4 11 100 3,119

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 2 2 2 110
Credit Scoring for Peer-to-Peer Lending 0 0 1 1 1 1 7 14
Crypto Asset Portfolio Selection 0 0 1 7 0 0 7 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 1 3 80
Inference of Impulse Responses via Bayesian Graphical Structural VAR Models 0 1 1 1 1 3 3 3
Latent factor models for credit scoring in P2P systems 0 0 0 16 0 0 2 110
Measuring the impact of the EU health emergency response authority on the economic sectors and the public sentiment 0 0 0 1 0 0 2 5
Modeling Turning Points in the Global Equity Market 0 0 2 2 0 0 7 7
Modeling risk contagion in the Italian zonal electricity market 0 0 0 2 1 1 3 13
Multidimensional Inequality Metrics for Sustainable Business Development 0 0 0 0 0 0 5 5
NetVIX — A network volatility index of financial markets 0 0 1 3 0 0 5 18
Network VAR models to measure financial contagion 0 1 1 13 1 3 5 39
Network based evidence of the financial impact of Covid-19 pandemic 0 0 2 6 0 0 3 17
Sparse Graphical Vector Autoregression: A Bayesian Approach 0 0 1 14 0 1 3 81
Statistical Modelling of Downside Risk Spillovers 0 0 0 1 0 0 4 20
Structural changes in contagion channels: the impact of COVID-19 on the Italian electricity market 0 0 0 0 0 1 1 1
Tail Risk Transmission: A Study of the Iran Food Industry 0 0 1 3 0 0 2 33
Tail risk measurement in crypto-asset markets 0 0 1 16 1 3 5 71
The econometrics of Bayesian graphical models: a review with financial application 0 1 1 1 0 1 4 4
The nexus of conventional, religious and ethical indexes during crisis 0 0 3 3 1 5 21 21
Tree networks to assess financial contagion 0 0 0 9 1 1 4 71
Total Journal Articles 0 3 16 132 10 23 103 754

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 1 3 52
Total Chapters 0 0 1 16 0 1 3 52

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Statistics updated 2025-07-04