articleSSRN Electronic JournalJan 1, 2011GREEN OA

On the Network Topology of Variance Decompositions: Measuring the Connectedness of Financial Firms

FXFrancis X. DieboldKYKamil Yılmaz

University of Pennsylvania · National Bureau of Economic Research · +1 more institution

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2

Topics & keywords

Topics
Keywords
  • Social connectedness
  • Variance (accounting)
  • Topology (electrical circuits)
  • Business
  • Variance decomposition of forecast errors
  • Network topology
  • Finance
  • Econometrics
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