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~isPartOf:"New economic windows"
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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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Econophysics of systemic risk and network dynamics : [Econophys-Kolkata VI Conference]
Abergel, Frédéric
(
ed.
)
-
2013
Persistent link: https://www.econbiz.de/10010208707
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