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Better to give than to receive: Predictive directional measurement of volatility spillovers

EconomicsVolatility ModelingFinancial EconomicsAsset PricingEngineeringEconomic ForecastingFinancial Time Series AnalysisPredictive AnalyticsBusinessEconometricsPredictive Directional MeasurementPredictabilityForecastingVolatility SpilloversStatisticsFinance