On the Past, Present, and Future of the Diebold-Yilmaz Approach to Dynamic Network Connectedness

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Auteurs

Date

8 novembre 2022

Discipline

Gestion et management

Type de document

Textes imprimés

Périmètre

Publications

Identifiant

2211.04184

Source

arXiv - économie

Collection

Organisation

Cornell University

Mots-clés Und

Economics - Econometrics Quantitative Finance - General Finance

Sujets proches En

Funds Funding Finance, commerce, confiscations, etc

Citer ce document

Francis X. Diebold et al., « On the Past, Present, and Future of the Diebold-Yilmaz Approach to Dynamic Network Connectedness », arXiv - économie

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Résumé 0

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.

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