Adjustable network reconstruction with applications to CDS exposures (2019)

First Author: Gandy A

Attributed to: Systemic Risk Centre funded by ESRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1016/j.jmva.2018.08.011

Publication URI: http://dx.doi.org/10.1016/j.jmva.2018.08.011

Type: Journal Article/Review

Parent Publication: Journal of Multivariate Analysis