Better to give than to receive: Predictive directional measurement of volatility spillovers
Work
Year: 2011
Type: article
Authors Francis X. Diebold, Kamil Yılmaz
Cites: 19
Cited by: 4,211
Related to: 10
FWCI: 76.31
Citation percentile (by year/subfield): 100
Subfield: Economics and Econometrics
Domain: Social Sciences
Open Access status: green