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.
资源文件列表
diebold_yilmaz.mat , 240925
Run_DY.m , 755
SpillOver_DY.m , 7443