Publication: On the past, present, and future of the Diebold-Yilmaz approach to dynamic network connectedness
Program
KU-Authors
KU Authors
Co-Authors
Diebold, Francis X.
Advisor
Publication Date
Language
en
Type
Journal Title
Journal ISSN
Volume Title
Abstract
We offer retrospective and prospective assessments of the Diebold-Yilmaz connected-ness research program, combined with personal recollections of its development. Its centerpiece in many respects is Diebold and Yilmaz (2014), around which our discussion is organized.
Source:
Journal of Econometrics
Publisher:
Elsevier Science Sa
Keywords:
Subject
Economics, Mathematics, Interdisciplinary applications, Social sciences, Mathematical methods