Commodity connectedness
by Francis X. Diebold, Laura Liu, Kamil Yılmaz
| Year of publication: |
March 2, 2017
|
|---|---|
| Authors: | Diebold, Francis X. ; Liu, Laura ; Yılmaz, Kamil |
| Publisher: |
Philadelphia, PA : Penn Institute for Economic Research, Department of Economics, University of Pennsylvania |
| Subject: | network centrality | network visualization | pairwise connectedness | total directional connectedness | total connectedness | vector autoregression | variance decomposition | LASSO | Unternehmensnetzwerk | Business network | VAR-Modell | VAR model | Soziales Netzwerk | Social network | Welt | World | Dekompositionsverfahren | Decomposition method | Netzwerk | Network |
| Extent: | 1 Online-Ressource (circa 30 Seiten) Illustrationen |
|---|---|
| Series: | Working papers / Penn Institute for Economic Research. - Philadelphia, Penn., ZDB-ID 2405838-5. - Vol. 17, 003 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011705426