| Bayesian graphical models for structural vector autoregressive processes DF Ahelegbey, M Billio, R Casarin Journal of Applied Econometrics 31 (2), 357-386, 2016 | 215 | 2016 |
| 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 | 76* | 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 | 71 | 2019 |
| Tail risk measurement in crypto-asset markets DF Ahelegbey, P Giudici, F Mojtahedi International Review of Financial Analysis 73, 101604, 2021 | 43 | 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 | 43* | 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 | 38 | 2017 |
| Tree networks to assess financial contagion A Agosto, DF Ahelegbey, P Giudici Economic Modelling 85, 349-366, 2020 | 33 | 2020 |
| NetVIX-A network volatility index of financial markets DF Ahelegbey, P Giudici Physica A: Statistical Mechanics and its Applications, 2022 | 31* | 2022 |
| 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 | 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 | 23 | 2019 |
| Network VAR models to measure financial contagion DF Ahelegbey, P Giudici, SQ Hashem The North American Journal of Economics and Finance 55, 101318, 2021 | 22 | 2021 |
| Bayesian selection of systemic risk networks DF Ahelegbey, P Giudici Bayesian Model Comparison 34, 117-153, 2014 | 15* | 2014 |
| Default count-based network models for credit contagion A Agosto, DF Ahelegbey Journal of the Operational Research Society 73 (1), 139-152, 2022 | 9 | 2022 |
| A network based fintech inclusion platform D Ahelegbey, P Giudici, V Pediroda Socio-Economic Planning Sciences 87, 101555, 2023 | 7 | 2023 |
| 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 | 7* | 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 | 6 | 2017 |
| Crypto asset portfolio selection DF Ahelegbey, P Giudici, F Mojtahedi FinTech 1 (1), 63-71, 2022 | 4 | 2022 |
| Modeling turning points in the global equity market DF Ahelegbey, M Billio, R Casarin Econometrics and Statistics, 2021 | 4 | 2021 |
| Tail risk transmission: A study of the Iran food industry F Mojtahedi, SM Mojaverian, DF Ahelegbey, P Giudici Risks 8 (3), 78, 2020 | 4 | 2020 |
| Factorial Network Models to Improve P2p Credit Risk Management. Front DF Ahelegbey, P Giudici, B Hadji-Misheva AI AND FINANCIAL TECHNOLOGY 2 (8), 846, 2019 | 4 | 2019 |
Paolo GiudiciProfessor of Statistics, University of PaviaVerified email at unipv.it
