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Paper / 2022SMQ / 16334235165820
On the Past, Present, and Future of the Diebold-Yilmaz Approach to Dynamic Network Connectedness
Francis X. Diebold / Kamil Yilmaz
contagion / econometricsResource overview

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

Paper2022

by Francis X. Diebold, Kamil Yilmaz

Tags
contagioneconometricsfinancial networkstime series

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Suggested foundations for financial time series. Specialist prerequisites vary by paper.

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  1. Stationarity and Unit Roots

    Check whether a relationship can be estimated consistently over time.

  2. Linear Regression

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  1. Cointegration and Error Correction

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  2. Regression Assumptions and Diagnostics

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