Spillover

MaRDI QIDQ76246CRANFDO

Authors Jilber Urbina

Last update 12 February 2023

Copyright license GNU General Public License, version 2.0

Software version identifier 0.1.0.3

Cites work

• Better to give than to receive: Predictive directional measurement of volatility spillovers
• Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets

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