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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

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Publication:76245

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DOI10.1016/J.IJFORECAST.2011.02.006MaRDI QIDQ76245

Kamil Yilmaz, Francis X. Diebold

Publication date: January 2012

Published in: International Journal of Forecasting (Search for Journal in Brave)

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