"On the Network Topology of Variance Decompositions"

MAR 05, 2013 | 11:45 AM TO 1:45 PM

Details

WHERE:

The Graduate Center
365 Fifth Avenue

ROOM:

5383

WHEN:

March 05, 2013: 11:45 AM-1:45 PM

ADMISSION:

Free

Description

"Seminar in Applied Economics: 'On the Network Topology of Variance Decompositions: Measuring the Connectedness of Financial Firms' with Francis Diebold"

Speaker: Francis Diebold
Affiliation: The Wharton School, University of Pennsylvania
Topic: "On the Network Topology of Variance Decompositions: Measuring the Connectedness of Financial Firms" with Kamil Yilmaz (Koҫ  University).

Organizer: Thom Thurston (tthurston@gc.cuny.edu).