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On the network topology of variance decompositions: Measuring the connectedness of financial firms

On the network topology of variance decompositions: Measuring the connectedness of financial firms

Diebold, Francis X.; Yılmaz, Kamil
  • 期刊名称Journal of Econometrics
  • 作者Diebold, Francis X.; Yılmaz, Kamil
  • 卷第182卷
  • 期第1期
  • 印刷ISSN0304-4076
  • 文件大小2007.68KB
  • 发表时间2014-09
  • DOI10.1016/j.jeconom.2014.04.012
  • 页码119-134
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