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SpillOver_DY

于 2021-04-23 发布

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说明：计算Diebold and Yilmaz(2014)溢出指数 Diebold F X, Yilmaz K. Better to give than to receive: Predictive directional measurement of volatility spillovers. International Journal of Forecasting, 2012, 28(1): 57-66.(Diebold and Yilmaz(2014) spillover index Diebold F X, Yilmaz K. Better to give than to receive: Predictive directional measurement of volatility spillovers. International Journal of Forecasting, 2012, 28(1): 57-66.)

文件列表：

diebold_yilmaz.mat, 240925 , 2015-11-02
Run_DY.m, 755 , 2016-05-12
SpillOver_DY.m, 7443 , 2016-02-01

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