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Spillover_updated

于 2021-03-28 发布
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下载积分: 1 下载次数: 8

代码说明:

说明:  此代码可计算Diebold&Yilmaz 溢出指数(The Diebold-Yilmaz Spillover index can be calculated by this code.)

文件列表:

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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