acg2020: Dataset of Antonakakis, Chatziantoniou and Gabauer (2020)
In GabauerDavid/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
GabauerDavid/ConnectednessApproach documentation built on March 5, 2025, 11:17 a.m.
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.
| 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.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.