Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability
Reference56 articles.
1. Measuring Systemic Risk;Acharya,2010
2. CoVaR;Adrian;American Economic Review,2016
3. Markov switching panel with network interaction effects;Agudze;Journal of Econometrics, forthcoming,2021
4. Bayesian Graphical Models for Structural Vector Autoregressive Processes;Ahelegbey;Journal of Applied Econometrics,2016
5. Sparse Graphical Vector Autoregression: A Bayesian Approach;Ahelegbey;Annals of Economics and Statistics,2016
Cited by
1 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献