Publication: On the past, present, and future of the Diebold–Yilmaz approach to dynamic network connectedness
Program
KU-Authors
KU Authors
Co-Authors
Diebold, F. X.
Advisor
Publication Date
2023
Language
English
Type
Other
Journal Title
Journal ISSN
Volume Title
Abstract
We offer retrospective and prospective assessments of the Diebold–Yilmaz connectedness 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.
Description
Source:
Journal of Econometrics
Publisher:
Elsevier Ltd
Keywords:
Subject
Economics, mathematics, Social Sciences, Mathematical methods