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 Dieb

计算静态和动态的DY溢出指数（包括收益率和波动率）(static and dynamic spillover index)

此代码可计算Diebold&Yilmaz 溢出指数(The Diebold-Yilmaz Spillover index can be calculated by this code.)

这是DY溢出指数的R代码，是BK2018频率域溢出指数。可以计算单向溢出、净溢出，脉冲相应。

基于TVP-VAR模型的动态溢出指数的计算R代码(Measures of Dynamic Connectedness Based on Time-Varying Parameter Vector Autoregressions)