Diebold, Francis X., 1959-

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

Includes bibliographical references (pages 233 -239) and indexes.

9780199338306 (alk. paper)

2014025178


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

HG106 / .D54 2015

332.01/5195