Diebold, Francis X. - 2012
. Yilmaz (2012), "Better to Give than to Receive: Predictive Directional Measurement of Volatility Spillovers," International … Unknowable in Financial Risk Management: Measurement and Theory Advancing Practice, Chapter 1, Princeton, NJ: Princeton … Series Analysis: Theory and Practice, I, North-Holland. -- Taylor, S.J. (2007), Asset Price Dynamics, Volatility, and …