g2020: Dataset of Gabauer (2020)
In GabauerDavid/ConnectednessApproach: Connectedness Approach
g2020 R Documentation
Dataset of Gabauer (2020)
Description
For detailed information see: Gabauer, D. (2020). Volatility impulse response analysis for DCC-GARCH models: The role of volatility transmission mechanisms. Journal of Forecasting, 39(5), 788-796.
Usage
data(g2020)
Format
zoo data.frame
GabauerDavid/ConnectednessApproach documentation built on March 5, 2025, 11:17 a.m.
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| g2020 | R Documentation |
Dataset of Gabauer (2020)
Description
For detailed information see: Gabauer, D. (2020). Volatility impulse response analysis for DCC-GARCH models: The role of volatility transmission mechanisms. Journal of Forecasting, 39(5), 788-796.
Usage
data(g2020)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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