Diebold, Francis X., 1959-

Financial and macroeconomic connectedness : a network approach to measurement and monitoring / Francis X. Diebold and Kamil Yilmaz. - xv, 265 pages : illustration ; 24 cm.

Includes bibliographical references and index.

9780199338290 RM364.86 0199338299 9780199338306 0199338302


Finance--Econometric models.
Finance--Mathematical models.