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- 2021
-
Mark
Detection of units with pervasive effects in large panel data models
(
- Contribution to journal › Article
-
Mark
Essays on systemic risk and financial market volatility
2021) 1.(
- Thesis › Doctoral thesis (compilation)
- 2019
-
Mark
Systemic Risk and Centrality Revisited: The Role of Interactions
2019) In Working Papers(
- Working paper/Preprint › Working paper
- 2015
-
Mark
Fragmentation in disaster risk management systems: A barrier for integrated planning
(
- Contribution to journal › Article
- 2014
-
Mark
Prices, debt and market structure in an agent-based model of the financial market
(
- Contribution to journal › Article
-
Mark
Developing contextual understanding of information security risks
(
- Chapter in Book/Report/Conference proceeding › Paper in conference proceeding
- 2006
-
Mark
Jump Spillover in International Equity Markets
(
- Contribution to journal › Article
-
Mark
Applications of Bayesian Econometrics to Financial Economics
(
- Thesis › Doctoral thesis (compilation)