E-LIB Suche - Ergebnisse für: Ahelegbey, Daniel Felix

1

Modeling Turning Points in the Global Equity Market:

Ahelegbey, Daniel Felix ; Billio, Monica ; Casarin, Roberto
Econometrics and Statistics. 30 (2024) - p. 60-75 , 2024

Link: https://doi.org/10.1016/..

2

Structural changes in contagion channels: the impact of COV..:

Ahelegbey, Daniel Felix ; Casarin, Roberto ; Fianu, Emmanuel Senyo.
Annals of Operations Research. , 2024

Link: https://doi.org/10.1007/..

3

Measuring Causal Effect with ARDL-BART: A Macroeconomic App..:

Mahdavi, Pegah ; Ehsani, Mohammad Ali ; Ahelegbey, Daniel Felix.
Applied Mathematics. 15 (2024) 4 - p. 292-312 , 2024

Link: https://doi.org/10.4236/..

4

Measuring the impact of the EU health emergency response au..:

Ahelegbey, Daniel Felix ; Celani, Alessandro ; Cerchiello, Paola
Socio-Economic Planning Sciences. 92 (2024) - p. 101842 , 2024

Link: https://doi.org/10.1016/..

5

Credit Scoring for Peer-to-Peer Lending:

Ahelegbey, Daniel Felix ; Giudici, Paolo
Risks. 11 (2023) 7 - p. 123 , 2023

Link: https://doi.org/10.3390/..

6

Network based evidence of the financial impact of Covid-19 ..:

Ahelegbey, Daniel Felix ; Cerchiello, Paola ; Scaramozzino, Roberta
International Review of Financial Analysis. 81 (2022) - p. 102101 , 2022

Link: https://doi.org/10.1016/..

7

Crypto Asset Portfolio Selection:

Ahelegbey, Daniel Felix ; Giudici, Paolo ; Mojtahedi, Fatemeh
FinTech. 1 (2022) 1 - p. 63-71 , 2022

Link: https://doi.org/10.3390/..

8

NetVIX — A network volatility index of financial markets:

Ahelegbey, Daniel Felix ; Giudici, Paolo
Physica A: Statistical Mechanics and its Applications. 594 (2022) - p. 127017 , 2022

Link: https://doi.org/10.1016/..

9

Modeling risk contagion in the Italian zonal electricity ma..:

Fianu, Emmanuel Senyo ; Ahelegbey, Daniel Felix ; Grossi, Luigi
European Journal of Operational Research. 298 (2022) 2 - p. 656-679 , 2022

Link: https://doi.org/10.1016/..

10

Statistical Modelling of Downside Risk Spillovers:

Ahelegbey, Daniel Felix
FinTech. 1 (2022) 2 - p. 125-134 , 2022

Link: https://doi.org/10.3390/..

11

Risk management via contemporaneous and temporal dependence..:

Fianu, Emmanuel Senyo ; Ahelegbey, Daniel Felix ; Grossi, Luigi
MethodsX. 8 (2021) - p. 101587 , 2021

Link: https://doi.org/10.1016/..

12

Tail risk measurement in crypto-asset markets:

Ahelegbey, Daniel Felix ; Giudici, Paolo ; Mojtahedi, Fatemeh
International Review of Financial Analysis. 73 (2021) - p. 101604 , 2021

Link: https://doi.org/10.1016/..

13

Risk Management via Contemporaneous and Temporal Dependence..:

Fianu, Emmanuel Senyo ; Ahelegbey, Daniel Felix ; Grossi, Luigi
MethodsX Volume 8, 2021, 101587. , 2021

Link: https://ssrn.com/abstrac..

14

Network VAR models to measure financial contagion:

Ahelegbey, Daniel Felix ; Giudici, Paolo ; Hashem, Shatha Qamhieh
The North American Journal of Economics and Finance. 55 (2021) - p. 101318 , 2021

Link: https://doi.org/10.1016/..

15

A Statistical Measure of Global Equity Market Risk:

Ahelegbey, Daniel Felix
Applied Mathematics. 11 (2020) 11 - p. 1053-1060 , 2020

Link: https://doi.org/10.4236/..