2011
Better to give than to receive: Predictive directional measurement of volatility spillovers
Francis X. Diebold, Kamil Yılmaz
International Journal of Forecasting OATop-listed
5.8k
cites
Faculty
Francis X. Diebold is a Economics scholar at University of Pennsylvania. Research spans Complex Systems and Time Series Analysis, Market Dynamics and Volatility, Monetary Policy and Economic Impact. 494 works, 78k citations (h-index 102).
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Affiliation on publications · University of Pennsylvania
Francis X. Diebold, Kamil Yılmaz
International Journal of Forecasting OATop-listed
Francis X. Diebold, Roberto S. Mariano
National Bureau of Economic Research OA
Francis X. Diebold, Roberto S. Mariano
Journal of Business and Economic StatisticsTop-listed