Estimation of Global Network Statistics from Incomplete Data
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DOI: 10.1371/journal.pone.0108471
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Cited by:
- Brunetti, Celso & Harris, Jeffrey H. & Mankad, Shawn & Michailidis, George, 2019.
"Interconnectedness in the interbank market,"
Journal of Financial Economics, Elsevier, vol. 133(2), pages 520-538.
- Celso Brunetti & Jeffrey H. Harris & Shawn Mankad & George Michailidis, 2015. "Interconnectedness in the Interbank Market," Finance and Economics Discussion Series 2015-90, Board of Governors of the Federal Reserve System (U.S.).
- Belik, Ivan & Knudsen, Eirik Sjåholm, 2023. "Link on, Link off: Data-driven management of organizational networks for ambidexterity," Journal of Business Research, Elsevier, vol. 157(C).
- Mark D Humphries & Javier A Caballero & Mat Evans & Silvia Maggi & Abhinav Singh, 2021. "Spectral estimation for detecting low-dimensional structure in networks using arbitrary null models," PLOS ONE, Public Library of Science, vol. 16(7), pages 1-22, July.
- Xue Cui & Lu Yang, 2024. "Systemic risk and idiosyncratic networks among global systemically important banks," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 29(1), pages 58-75, January.
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