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Exploring All Var Orderings For Calculating Spillovers? Yes, We Can!—A Note On Diebold And Yilmaz (2009)*

* This paper is a replication of an original study

Author

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  • Stefan Klößner
  • Sven Wagner

Abstract

No abstract is available for this item.

Suggested Citation

  • Stefan Klößner & Sven Wagner, 2014. "Exploring All Var Orderings For Calculating Spillovers? Yes, We Can!—A Note On Diebold And Yilmaz (2009)," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 29(1), pages 172-179, January.
    • Handle: RePEc:wly:japmet:v:29:y:2014:i:1:p:172-179
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    Replication

    This item is a replication of:
  • FrancisX. Diebold & Kamil Yilmaz, 2009. "Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets," Economic Journal, Royal Economic Society, vol. 119(534), pages 158-171, January.

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