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

International Journal of Forecasting - Tập 28 Số 1 - Trang 57-66 - 2012
Francis X. Diebold1,2, Kamil Yılmaz3
1National Bureau of Economic Research, Cambridge, MA, USA,
2University of Pennsylvania, Philadelphia, PA, USA
3Koc University, Istanbul Turkey

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Tài liệu tham khảo

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