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Asymmetric volatility spillovers: revisiting the Diebold-Yilmaz (2009) spillover index with realized semivariance
- 1.BARUNÍK, J., KOČENDA, E., VÁCHA, L. Asymmetric volatility spillovers: revisiting the Diebold-Yilmaz (2009) spillover index with realized semivariance. Ithaca, N.Y: Cornell University, 2013. Papers from arXiv.org, 1308.1221. Dostupné z: http://arxiv.org/pdf/1308.1221v1.pdf
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