Financial and macroeconomic connectedness : a network approach to measurement and monitoring / Francis X. Diebold and Kamil Yilmaz.
By: Diebold, Francis X.
Contributor(s): Yılmaz, Kamil.
Publisher: New York, NY : Oxford University Press, [2015]Description: xv, 265 pages ; 24 cm.Content type: text Media type: unmediated Carrier type: volumeISBN: 9780199338306 (alk. paper).Subject(s): Finance -- Econometric models | Finance -- Mathematical modelsGenre/Form: Print books.| Current location | Call number | Status | Date due | Barcode | Item holds |
|---|---|---|---|---|---|
| On Shelf | HG106 .D54 2015 (Browse shelf) | Available | AU0000000009444 |
Total holds: 0
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| HG106 .C36 2011 Mathematics for finance : an introduction to financial engineering / | HG106 .D37 2016 Quantitative finance and risk management : a physicist's approach / | HG106 .D38 2014 Quantitative finance : a simulation-based introduction using Excel / | HG106 .D54 2015 Financial and macroeconomic connectedness : a network approach to measurement and monitoring / | HG106 .L557 2011 Financial valuation and econometrics / | HG106 .L558 2011 Probability and finance theory / | HG106 .R45 2010 Introduction to quantitative finance : a math tool kit / |
Includes bibliographical references (pages 233 -239) and indexes.