arXiv Open Access 2022

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

Francis X. Diebold Kamil Yilmaz

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Abstrak

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.

Topik & Kata Kunci

econ.EM q-fin.GN

Penulis (2)

Francis X. Diebold

Kamil Yilmaz

Format Sitasi

APA MLA BibTeX

Diebold, F.X., Yilmaz, K. (2022). On the Past, Present, and Future of the Diebold-Yilmaz Approach to Dynamic Network Connectedness. https://arxiv.org/abs/2211.04184

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Informasi Jurnal

Tahun Terbit: 2022
Bahasa: en
Sumber Database: arXiv
Akses: Open Access ✓