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EXPLORING ALL VAR ORDERINGS FOR CALCULATING SPILLOVERS? YES, WE CAN!—A NOTE ON DIEBOLD AND YILMAZ (2009)

Stefan Klößner, Sven Wagner

Journal of Applied Econometrics, 2013. DOI 10.1002/jae.2366

Has this study been replicated?

This paper is itself a replication attempt. The study it set out to replicate is listed below.

Study replicated

• Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets, Diebold & Yilmaz (2008). The Economic Journal. View paper

Cite this record

Klößner, S., & Wagner, S. (2013). EXPLORING ALL VAR ORDERINGS FOR CALCULATING SPILLOVERS? YES, WE CAN!—A NOTE ON DIEBOLD AND YILMAZ (2009). Journal of Applied Econometrics, 29(1), 172–179. Portico. https://doi.org/10.1002/jae.2366

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