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Gandy, Axel and Veraart, Luitgard A. M. ORCID: 0000-0003-1183-2227
(2021)
Compound poisson models for weighted networks with applications in finance.
Mathematics and Financial Economics, 15 (1).
131 - 153.
ISSN 1862-9679
Gandy, Axel and Veraart, Luitgard A. M. ORCID: 0000-0003-1183-2227
(2018)
Adjustable network reconstruction with applications to CDS exposures.
Journal of Multivariate Analysis.
ISSN 0047-259X
Gandy, Axel and Veraart, Luitgard A. M. ORCID: 0000-0003-1183-2227
(2017)
A Bayesian methodology for systemic risk assessment in financial networks.
Management Science, 63 (12).
4428 -4446.
ISSN 0025-1909
Gandy, Axel and Veraart, Luitgard A. M. ORCID: 0000-0003-1183-2227
(2013)
The effect of estimation in high-dimensional portfolios.
Mathematical Finance, 23 (3).
pp. 531-559.
ISSN 0960-1627