Man pages for Spillover
Spillover/Connectedness Index Based on VAR Modelling
| dy2009 | Diebold and Yilmaz (2009) dataset |
| dy2012 | Diebold and Yilmaz (2012) dataset |
| dynamic.spillover | dynamnic_spillover is a function for estimating DY... |
| g.fevd | Generalized Forecast Error Variance Decomposition |
| G.spillover | Generalized spillover index |
| net | Net spillovers |
| O.spillover | Orthogonalized spillover index |
| plotdy | Plot directional spillover index |
| roll.net | Dynamic Spillover Index |
| roll.spillover | Dynamic Spillover Index |
| rol.returns | Two-days Rolling Average Returns |
| rol.vol | Two-days Rolling Average Intra-day Volatilities |
| Spillover | Spillover |
| stock.prices | Daily Stock Prices |
| total.dynamic.spillover | Dynamic Spillover Index |
