acg2020: Dataset of Antonakakis, Chatziantoniou and Gabauer (2020)
In ConnectednessApproach: Connectedness Approach
acg2020 R Documentation
Dataset of Antonakakis, Chatziantoniou and Gabauer (2020)
Description
For detailed information see: Antonakakis, N., Chatziantoniou, I., & Gabauer, D. (2020). Refined measures of dynamic connectedness based on time-varying parameter vector autoregressions. Journal of Risk and Financial Management, 13(4), 84.
Usage
data(acg2020)
Format
zoo data.frame
ConnectednessApproach documentation built on Aug. 31, 2022, 5:05 p.m.
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| acg2020 | R Documentation |
Dataset of Antonakakis, Chatziantoniou and Gabauer (2020)
Description
For detailed information see: Antonakakis, N., Chatziantoniou, I., & Gabauer, D. (2020). Refined measures of dynamic connectedness based on time-varying parameter vector autoregressions. Journal of Risk and Financial Management, 13(4), 84.
Usage
data(acg2020)
Format
zoo data.frame
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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