Open AccessOn the Network Topology of Variance Decompositions: Measuring the Connectedness of Financial Firms
Author(s) -
Francis X. Diebold,
Kamil Yılmaz
Publication year - 2011
Language(s) - English
Resource type - Reports
DOI - 10.3386/w17490
Subject(s) - social connectedness , variance (accounting) , topology (electrical circuits) , variance decomposition of forecast errors , econometrics , business , mathematics , finance , computer science , accounting , psychology , combinatorics , social psychology