On the Network Topology of Variance Decompositions: Measuring the Connectedness of Financial Firms
Year: 2011
Type: preprint
Source: SSRN Electronic Journal
DOI: 10.2139/ssrn.2316285
Authors: Francis X. Diebold, Kamil Yilmaz
Language: English
Subfield: Finance
Domain: Social Sciences
Open Access status: green
OpenAlex ID: W2109842534