SpillOver_DY

所属分类:matlab编程
开发工具:matlab
文件大小:237KB
下载次数:33
上传日期:2019-10-25 14:51:24
上 传 者尾笙
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)

近期下载者

相关文件


收藏者