Clustered Network Connectedness: A New Measurement Framework, with Application to Global Equity Markets

SSRN Electronic Journal 2026 Preprint Open access

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Authors: Bastien Buchwalter, Francis X. Diebold, Kamil Yilmaz
DOI: 10.2139/ssrn.6200369
Cited by: 0

Fields of Study & Subjects

Financial Risk and Volatility Modeling Market Dynamics and Volatility Complex Systems and Time Series Analysis

Publication details

Journal / source
SSRN Electronic Journal
Publication date
1 January 2026
Language
EN
Document type
Preprint