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person:"Koedijk, Kees"
subject:"Portfolio-Management"
~person:"Chorafas, Dimitris N."
~person:"Diebold, Francis X."
~person:"Tan, Ken Seng"
~person:"Wilkens, Marco"
~subject:"Basel Accord"
~subject:"Basel II"
~subject:"Zinstermingeschäft"
~subject:"Zinsänderungsrisiko"
~type_genre:"Konferenzbeitrag"
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On the network topology of variance decompositions : measuring the connectedness of financial firms
Diebold, Francis X.
;
Yılmaz, Kamil
- In:
Journal of econometrics
182
(
2014
)
1
,
pp. 119-134
Persistent link: https://www.econbiz.de/10010497110
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