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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.
Bütün yayınlara EAF web sitesinden ulaşabilirsiniz.
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.
All publications are accessible through ERF website.