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person:"Diebold, Francis X."
subject:"Portfolio-Management"
~person:"Christoffersen, Peter F."
~person:"Csóka, Péter"
~person:"Spremann, Klaus"
~type_genre:"Conference paper"
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Diebold, Francis X.
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On the network topology of variance decompositions : measuring the connectedness of financial firms
Diebold, Francis X.
;
Yılmaz, Kamil
- In:
Journal of econometrics
182
(
2014
)
1
,
pp. 119-134
Persistent link: https://www.econbiz.de/10010497110
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