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