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Publications
Type
Preprint
Date
2026
2021
Mante Zelvyte
,
Jim E. Griffin
(2026).
A Multiplex Network Hawkes Model for Systemic Risk Measurement
.
PDF
Mante Zelvyte
,
Matthias Arnsdorf
(2021).
Bayesian Backtesting for Counterparty Risk Models
.
PDF
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