Extent: | application/pdf |
---|---|
Series: | |
Type of publication: | Book / Working Paper |
Notes: | AP EFG IFM published as Diebold, F.X. and Yilmaz, K. (2014), "On the Network Topology of Variance Decompositions: Measuring the Connectedness of Financial Firms," Journal of Econometrics, 182, 119-134. Number 17490 |
Classification: | C3 - Econometric Methods: Multiple/Simultaneous Equation Models ; G2 - Financial Institutions and Services |
Source: |
Persistent link: https://www.econbiz.de/10009328105