Home
Packages
Datasets
Task Views
R resources
Packages
Toggle theme
Toggle Menu
Home
Packages
frequencyConnectedness
spilloverRollingDY09
spilloverRollingDY09 function
Computing rolling spillover according to Diebold Yilmaz (2009)
Copy
frequencyConnectedness package
Read PDF manual
Maintainer: Tomas Krehlik
License: GPL-2
Last published: 2023-02-24
Useful links
https://github.com/tomaskrehlik/frequencyConnectedness/issues
https://github.com/tomaskrehlik/frequencyConnectedness