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Open AccessEconomics

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

F. Diebold, F. Diebold, K. Yilmaz

2012.3.1INTERNATIONAL JOURNAL OF FORECASTING

DOI: 10.1016/j.ijforecast.2011.02.006

Abstract

Abstract is not available.

Citation format

DIEBOLD, F.; DIEBOLD, F.; YILMAZ, K. Better to give than to receive: Predictive directional measurement of volatility spillovers. INTERNATIONAL JOURNAL OF FORECASTING, 2012, 28: 57–66.