AHELEGBEY, DANIEL FELIX
AHELEGBEY, DANIEL FELIX
Dipartimento di Economia
Bayesian Graphical Models for Structural Vector Autoregressive Processes
2012 Ahelegbey, DANIEL FELIX; Billio, Monica; Casarin, Roberto
Bayesian Graphical Models for STructural Vector Autoregressive Processes
2016 Ahelegbey, DANIEL FELIX; Billio, Monica; Casarin, Roberto
Bayesian graphical models with economic and financial applications
2015 Ahelegbey, Daniel Felix
Bayesian Selection of Systemic Risk Networks
2014 Ahelegbey, DANIEL FELIX; Giudici, P.
Change-Point Detection and Bayesian Graphical Models for Vector Signals
2013 Ahelegbey, DANIEL FELIX; Addo, MARTEY PETER
Graphical Models For Empirical Evaluation of Macro Financial Linkages
2014 Ahelegbey, DANIEL FELIX
Hierarchical Graphical Models With Application to Systemic Risk
2014 Ahelegbey, DANIEL FELIX; Giudici, P.
Modeling Time Varying Dependence In Multivariate Time Series With Generalized Autoregressive Score Dynamics.
2014 Ahelegbey, DANIEL FELIX; Koopman, S. J.
Modeling Turning Points in the Global Equity Market
2024 Ahelegbey, D. F.; Billio, M.; Casarin, R.
Sparse BGVAR models for Systemic Risk Analysis
2015 Ahelegbey, DANIEL FELIX; Billio, Monica; Casarin, Roberto
Sparse Graphical Vector Autoregression: A Bayesian Approach
2014 Casarin, Roberto; Ahelegbey, DANIEL FELIX; Billio, Monica