Diebold and Yilmaz (2009, 2012,2014) Spillover Index

版本 1.0.1.2 (132.5 KB) 作者: BINH PHAM
Functions for computing Diebold and Yilmaz (2009, 2012) Index. !!! Note that !!! This package must be used with Econometrics Tbx.
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563.0 次下载
更新时间 2020/3/18
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This library provides functions for computing Diebold and Yilmaz (2009, 2012) or DY Spillover Index and other components of the connectedness table. Moreover, it has some useful functions. Please check the Example_DYIndex.m to learn how to use.

!!! Note that !!! This package must be used with Econometrics Toolbox.

引用格式

BINH PHAM (2024). Diebold and Yilmaz (2009, 2012,2014) Spillover Index (https://github.com/binhpham79/DYIndex), GitHub. 检索来源 .

MATLAB 版本兼容性
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兼容 R2017a 到 R2019b 的版本
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版本 已发布 发行说明
1.0.1.2

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1.0.1.1

Correct example file.
1.0.1

Correct example file.
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