Items where Author is "Gandy, Axel"

Number of items: 4.
Article
  • Adjustable network reconstruction with applications to CDS exposures. Gandy, Axel; Veraart, Luitgard A. M.
  • A Bayesian methodology for systemic risk assessment in financial networks. Gandy, Axel; Veraart, Luitgard A. M.
  • Compound poisson models for weighted networks with applications in finance. Gandy, Axel; Veraart, Luitgard A. M. picture_as_pdf
  • The effect of estimation in high-dimensional portfolios. Gandy, Axel; Veraart, Luitgard A. M.