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

Better to give than to receive: Predictive directional measurement of volatility spillovers (Q76245)

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

    Statements

    volume
    28
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    issue
    1
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    page(s)
    57-66
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    publication date
    January 2012
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    author
    Francis X. Diebold
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    Kamil Yilmaz
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