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A Bayesian Entropy Approach to Sectoral Systemic Risk Modeling

Radu Lupu1,2, Adrian Cantemir Călin1,2, Cristina Georgiana Zeldea1,3

  • 1Department of International Business and Economics, Bucharest University of Economic Studies, 010404 Bucharest, Romania.

Entropy (Basel, Switzerland)
|December 6, 2020
PubMed

Keywords:
Bayesian inferenceeconomic sectorsentropy measuresspilloverssystemic risk measurement

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