论文标题

在过去,现在和未来的迪巴尔德 - 伊尔马兹方法的动态网络连接方法

On the Past, Present, and Future of the Diebold-Yilmaz Approach to Dynamic Network Connectedness

论文作者

Diebold, Francis X., Yilmaz, Kamil

论文摘要

我们提供对Diebold-Yilmaz连接研究计划的回顾性和前瞻性评估,再加上其对其发展的个人回忆。在许多方面,它的核心是Diebold和Yilmaz(2014),我们的讨论组织了。

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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