文件名称:SpillOver_DY
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计算Diebold and Yilmaz(2014)溢出指数
Diebold F X, Yilmaz K. Better to give than to receive: Predictive directional measurement of volatility spillovers. International Journal of Forecasting, 2012, 28(1): 57-66.(Diebold and Yilmaz(2014) spillover index
Diebold F X, Yilmaz K. Better to give than to receive: Predictive directional measurement of volatility spillovers. International Journal of Forecasting, 2012, 28(1): 57-66.)
Diebold F X, Yilmaz K. Better to give than to receive: Predictive directional measurement of volatility spillovers. International Journal of Forecasting, 2012, 28(1): 57-66.(Diebold and Yilmaz(2014) spillover index
Diebold F X, Yilmaz K. Better to give than to receive: Predictive directional measurement of volatility spillovers. International Journal of Forecasting, 2012, 28(1): 57-66.)
相关搜索： 溢出指数
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下载文件列表
| 文件名 | 大小 | 更新时间 |
|---|---|---|
| diebold_yilmaz.mat | 240925 | 2015-11-02 |
| Run_DY.m | 755 | 2016-05-12 |
| SpillOver_DY.m | 7443 | 2016-02-01 |
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