- Category:
- Other Resource
- Tags:
-
- File Size:
- 239kb
- Update:
- 2020-02-02
- Downloads:
- 2 Times
- Uploaded by:
- 17_peng
Description: The Diebold-Yilmaz Spillover index can be calculated by this code.
To Search:
File list (Check if you may need any files):
| Filename | Size | Date |
|---|
| Spillover_updated | 0 | 2019-07-25
|
| Spillover_updated\diebold_yilmaz.mat | 240925 | 2015-11-02
|
| Spillover_updated\run_DY.m | 5209 | 2019-07-25
|
| Spillover_updated\SpillOverDY.m | 8064 | 2018-11-26 |
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