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 1 34
A Statistical Measure of Global Equity Market Risk 0 0 0 26 0 1 1 44
Bayesian Graphical Models for Structural Vector Autoregressive Processes 1 1 2 159 1 2 7 427
Default count-based network models for credit contagion 0 0 1 20 0 0 2 43
Factorial Network Models To Improve P2P Credit Risk Management 0 0 1 37 0 0 5 105
HIERARCHICAL GRAPHICAL MODELS, WITH APPLICATION TO SYSTEMIC RISK 1 1 1 105 1 1 2 257
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 13 0 0 2 32
Latent Factor Models for Credit Scoring in P2P Systems 0 0 0 23 1 1 2 52
Market Risk, Connectedness and Turbulence: A Comparison of 21st Century Financial Crises 0 0 1 17 1 2 6 42
Modeling Risk Contagion in the Italian Zonal Electricity Market 0 0 1 44 0 0 2 75
Modeling Turning Points In Global Equity Market 0 0 0 39 0 1 2 40
NetVIX - A Network Volatility Index of Financial Markets 0 0 2 28 1 9 51 363
Network Based Evidence of the Financial Impact of Covid-19 Pandemic 0 0 0 17 0 0 1 44
Network VAR models to Measure Financial Contagion 0 0 0 82 0 0 2 206
Sparse Graphical Vector Autoregression: A Bayesian Approach 0 0 0 78 0 0 2 192
Spatial and Temporal House Price Diffusion in the Netherlands: A Bayesian Network Approach 0 0 0 19 1 2 2 69
Statistical Modelling of Downside Risk Spillovers 0 0 0 7 0 1 1 22
Tail Risk Measurement In Crypto-Asset Markets 0 1 1 37 0 1 9 92
Tail Risk Transmission: A Study of Iran Food Industry 0 0 0 11 0 0 1 58
The Econometrics of Bayesian Graphical Models: A Review With Financial Application 0 0 1 5 1 2 3 44
The Econometrics of Networks: A Review 0 1 3 301 1 8 25 574
Tree Networks to Assess Financial Contagion 0 0 0 22 0 0 2 56
Tree Networks to assess Financial Contagion 0 0 0 12 1 1 3 26
Total Working Papers 2 4 14 1,163 9 33 134 3,011


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 23 0 0 2 108
Credit Scoring for Peer-to-Peer Lending 0 0 0 0 0 1 5 5
Crypto Asset Portfolio Selection 0 1 3 6 0 2 6 15
Default count-based network models for credit contagion 0 0 0 0 1 1 2 3
Detecting spatial and temporal house price diffusion in the Netherlands: A Bayesian network approach 0 0 1 10 1 1 3 77
Latent factor models for credit scoring in P2P systems 0 0 0 16 0 1 3 108
Measuring the impact of the EU health emergency response authority on the economic sectors and the public sentiment 0 1 1 1 1 3 3 3
Modeling risk contagion in the Italian zonal electricity market 0 0 0 2 0 1 1 10
NetVIX — A network volatility index of financial markets 0 0 0 2 0 1 2 13
Network VAR models to measure financial contagion 0 1 2 12 0 2 8 34
Network based evidence of the financial impact of Covid-19 pandemic 0 0 2 4 2 2 6 14
Sparse Graphical Vector Autoregression: A Bayesian Approach 0 0 0 13 0 0 1 78
Statistical Modelling of Downside Risk Spillovers 0 0 0 1 0 0 2 16
Tail Risk Transmission: A Study of the Iran Food Industry 0 0 0 2 0 0 2 31
Tail risk measurement in crypto-asset markets 0 0 0 14 0 0 4 65
Tree networks to assess financial contagion 0 0 1 9 0 0 4 66
Total Journal Articles 0 3 11 115 5 15 54 646


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 15 0 0 1 49
Total Chapters 0 0 0 15 0 0 1 49


Statistics updated 2024-06-06