Empirical Analysis on the Financial Crisis Spread Effects Based on Pair-copula Bayesian Network
Published: Jan 1, 2014
Abstract
In order to overcome the complexity of traditional modeling methods of Copula function,Pair-copula Bayesian network method was adopted in this paper.Combining the advantages of Copula function and Bayesian network,this method effectively decreases the complexity of the high-dimensional Copula function parameter estimation,solves the difficulty of the marginal distributions control of nonnormal continuous Bayesian networks,and makes asymmetric...
Citation AnalysisPro
You’ll need to upgrade your plan to Pro
Looking to understand the true influence of a researcher’s work across journals & affiliations?
- Scinapse’s Top 10 Citation Journals & Affiliations graph reveals the quality and authenticity of citations received by a paper.
- Discover whether citations have been inflated due to self-citations, or if citations include institutional bias.
Notes
History