About this Economics, Econometrics and Finance article
On the past, present, and future of the Diebold–Yilmaz approach to dynamic network connectedness by Francis X. Diebold; Kamil Yilmaz is a Economics, Econometrics and Finance article available to read on EtoBox.
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.
It is typically read by researchers, students, and practitioners in Economics, Econometrics and Finance.
- Author
- Francis X. Diebold; Kamil Yilmaz
- Publisher
- Elsevier BV
- Published
- 2023
- Language
- EN
- Field
- Economics, Econometrics and Finance (Social Sciences)