| aaacgo2022 | Dataset of Adekoya, Akinseye, Antonakakis, Chatziantoniou,... |
| acg2020 | Dataset of Antonakakis, Chatziantoniou and Gabauer (2020) |
| AggregatedConnectedness | Aggregated Connectedness Measures |
| BayesPrior | Bayes Prior |
| bcg2022 | Dataset of Broadstock, Chatziantoniou and Gabauer (2022) |
| bgu2021 | Dataset of Balcilar, Gabauer and Umar (2021) |
| BivariateDCCGARCH | Bivariate DCC-GARCH |
| BivariatePortfolio | Kroner and Ng (1998) optimal bivariate portfolio weights |
| cegg2022 | Dataset of Chatziantoniou, Elsayed, Gabauer and Gozgor (2022) |
| cg2021 | Dataset of Chatziantoniou and Gabauer (2021) |
| cgg2022 | Dataset of Chatziantoniou, Gabauer and Gupta (2022) |
| cgs2021 | Dataset of Chatziantoniou, Gabauer and Stenfors (2021) |
| cgs2022 | Dataset of Chatziantoniou, Gabauer and Stenfors (2022) |
| ConditionalConnectedness | ConditionalConnectedness |
| ConditionalCorrelation | Partial Conditional Correlations |
| ConnectednessApproach | Connectedness Approach |
| ConnectednessTable | Connectedness table |
| DCCGARCHselection | DCC-GARCH selection specification |
| dy2009 | Dataset of Diebold and Yilmaz (2009) |
| dy2012 | Dataset of Diebold and Yilmaz (2012) |
| ElasticNetVAR | Elastic Net vector autoregression |
| EquallyWeightedPortfolio | Equally weighted portfolio |
| ExclusiveConnectedness | Exclusive Connectedness Measures |
| ExtendedJointConnectedness | Balcilar et al. (2021) extended joint connectedness approach |
| ExternalConnectedness | External Connectedness Measures |
| FEVD | Forecast error variance decomposition |
| FrequencyConnectedness | Baruník and Křehlík (2018) frequency connectedness approach |
| g2020 | Dataset of Gabauer (2020) |
| GARCHselection | Univariate GARCH selection criterion |
| GARCHtests | Univariate GARCH test statistics |
| gcat2022 | Dataset of Chatziantoniou, Abakah, Gabauer & Tiwari (2022) |
| gg2018 | Dataset of Gabauer and Gupta (2018) |
| gghm2022 | Dataset of Gabauer, Gupta, Haradik and Miller (2020) |
| HedgeRatio | Kroner and Sultan (1993) hedge ratios |
| InclusiveConnectedness | Inclusive Connectedness Measures |
| InternalConnectedness | Internal Connectedness Measures |
| IRF | Impulse response functions |
| jcggh2022 | Dataset of Juncal, Chatziantoniou, Gabauer, Garcia & Hardik... |
| JointConnectedness | Lastrapes and Wiesen (2021) joint connectedness approach |
| lw2021 | Dataset of Lastrapes and Wiesen (2021) |
| MinimumConnectednessPortfolio | Minimum connectedness portfolio |
| MinnesotaPrior | Minnesota Prior |
| PartialCorrelations | Partial Contemporaneous Correlations |
| PlotFROM | Dynamic from total directional connectedness plot |
| PlotINF | Dynamic influence connectedness plot |
| PlotNET | Dynamic net total directional connectedness plot |
| PlotNetwork | Network plot |
| PlotNPDC | Dynamic net pairwise connectedness plot |
| PlotNPT | Dynamic net pairwise transmission plot |
| PlotPCI | Dynamic pairwise connectedness plot |
| PlotTCI | Dynamic total connectedness plot |
| PlotTO | Dynamic to total directional connectedness plot |
| QVAR | Quantile vector autoregression |
| RiskParityPortfolio | Minimum connectedness portfolio |
| SummaryStatistics | Summary Statistics |
| TimeConnectedness | Diebold and Yilmaz (2009, 2012) connectedness approach |
| TVPVAR | Time-varying parameter vector autoregression |
| UninformativePrior | Uninformative Prior |
| VAR | Vector autoregression |
| VarianceTest | Variance Test |
| VFEVD | Generalized volatility forecast error variance decomposition... |
| WeightedBoxTest | WeightedBoxTest |
| Wold | Wold representation theorem |
