Markets as networks evolving step by step: Relational Event Models for the interbank market-Reference-Cited by-同舟云学术

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Markets as networks evolving step by step: Relational Event Models for the interbank market

Published:2021-03 Issue: Volume:565 Page:125557
ISSN:0378-4371
Container-title:Physica A: Statistical Mechanics and its Applications
language:en
Short-container-title:Physica A: Statistical Mechanics and its Applications

Author:

Zappa Paola,Vu Duy Q.

Publisher

Elsevier BV

Subject

Condensed Matter Physics,Statistics and Probability

Reference51 articles.

1. Networks of collaboration in oligopoly;Goyal;Games Econom. Behav.,2003

2. Social and Economic Networks, Vol. 3;Jackson,2010

3. Relational contracts and the nature of market interactions;Brown;Econometrica,2004

4. Financial networks;Gale;Am. Econ. Rev.,2007

5. The network structure of the CDS market and its determinants;Peltonen;J. Financ. Stab.,2014

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1. Modeling non-linear effects with neural networks in Relational Event Models;Social Networks;2024-10

2. A state-space relational event modeling approach for learning dynamic social interaction behavior;Methodological Innovations;2024-09-10

3. Fast meta-analytic approximations for relational event models: applications to data streams and multilevel data;Journal of Computational Social Science;2024-06-08

4. A goodness of fit framework for relational event models;Journal of the Royal Statistical Society Series A: Statistics in Society;2024-03-15

5. Relational Event Modeling;Annual Review of Statistics and Its Application;2023-11-27

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