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person:"Diebold, Francis X."
subject:"Portfolio-Management"
~person:"Eller, Roland"
~subject:"Messung"
~type_genre:"CD-ROM, DVD"
~type_genre:"Conference paper"
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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
Saved in:
2
Handbuch des Risikomanagements : Analyse, Quantifizierung und Steuerung von Markt-, Kredit- und operationellen Risiken
Eller, Roland
(
ed.
)
-
2002
-
2., überarb. und erw. Aufl.
Persistent link: https://www.econbiz.de/10001649706
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