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EAF Çalışma Raporları Serisi

Francis X. Diebold ve Kamil Yılmaz tarafından hazırlanan “On the Past, Present, and Future of the Diebold-Yilmaz Approach to Dynamic Network Connectedness” başlıklı EAF Çalışma Raporu No. 2207 yayımlanmıştır.

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ERF Working Paper Series

Working Paper No. 2207 prepared by Francis X. Diebold and Kamil Yılmaz titled “On the Past, Present, and Future of the Diebold-Yilmaz Approach to Dynamic Network Connectedness” is published.

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.

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