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.

Filename	Size	Update
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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