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Financial And Macroeconomic Connectedness eBook
A Network Approach To Measurement And Monitoring
language: english
Publisher:
Oxford University Press, February of 2015 ‧
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51,66€
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Ebook for ADE
SYNOPSIS
In Financial and Macroeconomic Connectedness, Francis Diebold and Kamil Yilmaz propose several connectedness measures for financial and macroeconomic networks based on forecast error variance decompositions from approximating vector autoregressions.
DETAILS
| Property | Description |
|---|---|
| ISBN: | 9780199338313 |
| Publisher: | Oxford University Press |
| Release Date: | February of 2015 |
| Language: | English |
| Format: | eBook |
| File Format and Compatibility: | PDF para ADE |
| Categories: |
eBooks in English
>
Economics, Finance and Accounting
>
Economy
|
| EAN: | 9780199338313 |
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