Diebold, Francis X. - 2012
academic research articles one should know in risk measurement and management. Through his central position in financial …, Correlation and Tails for Systemic Risk Measurement," Manuscript, NYU. -- Campbell, J.Y. and G.B. Tacksler (2003), "Equity …. Yilmaz (2012), "Better to Give than to Receive: Predictive Directional Measurement of Volatility Spillovers," International …