Better to give than to receive: Predictive directional measurement of volatility spillovers

DOI10.1016/J.IJFORECAST.2011.02.006MaRDI QIDQ76245FDOQ76245

Authors: Francis X. Diebold, Kamil Yilmaz 

Publication date: January 2012

Published in: International Journal of Forecasting (Search for Journal in Brave)

Cited In (1)

• Spillover

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