Diebold, Francis X. - 2012
management created by real-world market imperfections, and progresses to consider stochastic financial modeling, the failure of … Forecasts with Applications to Financial Risk Management," International Economic Review, 39, 863-883. -- Diebold, F.X. and C …. Yilmaz (2012), "Better to Give than to Receive: Predictive Directional Measurement of Volatility Spillovers," International …