acg2020 dataset

Dataset of Antonakakis, Chatziantoniou and Gabauer (2020)

Dataset of Antonakakis, Chatziantoniou and Gabauer (2020)

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. data

data(acg2020)

Format

zoo data.frame

ConnectednessApproach packageRead PDF manual
  • Maintainer: David Gabauer
  • License: GPL-3
  • Last published: 2025-03-01

About the dataset

  • Number of rows: 521
  • Number of columns: 4
  • Class: zoo