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
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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)
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