Publication: On the past, present, and future of the Diebold-Yilmaz approach to dynamic network connectedness
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Diebold, Francis X.
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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.
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Elsevier Science Sa
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Journal of Econometrics
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DOI
10.1016/j.jeconom.2023.01.021