Bayesian graphical models for structural vector autoregressive processes DF Ahelegbey, M Billio, R Casarin Journal of Applied Econometrics 31 (2), 357-386, 2016 | 233 | 2016 |
Latent factor models for credit scoring in P2P systems DF Ahelegbey, P Giudici, B Hadji-Misheva Physica A: Statistical Mechanics and its Applications 522, 112-121, 2019 | 78 | 2019 |
Sparse graphical vector autoregression: A Bayesian approach DF Ahelegbey, M Billio, R Casarin Annals of Economics and Statistics/Annales d'Économie et de Statistique, 333-361, 2016 | 73 | 2016 |
Tail risk measurement in crypto-asset markets DF Ahelegbey, P Giudici, F Mojtahedi International Review of Financial Analysis 73, 101604, 2021 | 56 | 2021 |
The econometrics of Bayesian graphical models: a review with financial application DF Ahelegbey Journal of Network Theory in Finance 2 (2), 1-33, 2016 | 48* | 2016 |
Detecting spatial and temporal house price diffusion in the Netherlands: A Bayesian network approach AL Teye, DF Ahelegbey Regional Science and Urban Economics 65, 56-64, 2017 | 39 | 2017 |
Network based evidence of the financial impact of Covid-19 pandemic DF Ahelegbey, P Cerchiello, R Scaramozzino International Review of Financial Analysis 81, 102101, 2022 | 35 | 2022 |
Tree networks to assess financial contagion A Agosto, DF Ahelegbey, P Giudici Economic Modelling 85, 349-366, 2020 | 35 | 2020 |
Network VAR models to measure financial contagion DF Ahelegbey, P Giudici, SQ Hashem The North American Journal of Economics and Finance 55, 101318, 2021 | 29 | 2021 |
NetVIX—A network volatility index of financial markets DF Ahelegbey, P Giudici Physica A: statistical mechanics and its applications 594, 127017, 2022 | 26 | 2022 |
Factorial network models to improve P2P credit risk management DF Ahelegbey, P Giudici, B Hadji-Misheva Frontiers in Artificial Intelligence 2, 8, 2019 | 24 | 2019 |
A network based fintech inclusion platform D Ahelegbey, P Giudici, V Pediroda Socio-Economic Planning Sciences 87, 101555, 2023 | 14 | 2023 |
Market risk, connectedness and turbulence: A comparison of 21st century financial crises DF Ahelegbey, P Giudici Università di Pavia, Department of Economics and Management, 2020 | 11 | 2020 |
Default count-based network models for credit contagion A Agosto, DF Ahelegbey Journal of the Operational Research Society 73 (1), 139-152, 2022 | 10 | 2022 |
Sparse graphical multivariate autoregression: A Bayesian approach DF Ahelegbey, M Billio, R Casarin JSM Proceedings, Statistical Computing Section. Alexandria, VA: American …, 2016 | 10 | 2016 |
Bayesian selection of systemic risk networks DF Ahelegbey, P Giudici Bayesian Model Comparison 34, 117-153, 2014 | 10 | 2014 |
Modeling risk contagion in the Italian zonal electricity market ES Fianu, DF Ahelegbey, L Grossi European Journal of Operational Research 298 (2), 656-679, 2022 | 8* | 2022 |
Crypto asset portfolio selection DF Ahelegbey, P Giudici, F Mojtahedi FinTech 1 (1), 63-71, 2022 | 8 | 2022 |
A Bayesian covariance graphical and latent position model for multivariate financial time series D Ahelegbey, L Carvalho, E Kolaczyk arXiv preprint arXiv:1712.06797, 2017 | 8 | 2017 |
Modeling turning points in the global equity market DF Ahelegbey, M Billio, R Casarin Econometrics and Statistics 30 (C), 60-75, 2024 | 7 | 2024 |