Better to give than to receive: Predictive directional measurement of volatility spillovers
Francis X. Diebold, Kamil YilmazVolume:
28
Année:
2012
Langue:
english
Pages:
10
DOI:
10.1016/j.ijforecast.2011.02.006
Fichier:
PDF, 1.71 MB
english, 2012