get_type

function that is specific for the type

the object of class connectedness_estimate

Computation of a given type of spillover

Accompanies a paper (Barunik, Krehlik (2017) <doi:10.2139/ssrn.2627599>) dedicated to spectral decomposition of connectedness measures and their interpretation. We implement all the developed estimators as well as the historical counterparts. For more information, see the help or GitHub page (<https://github.com/tomaskrehlik/frequencyConnectedness>) for relevant information.

Tomas Krehlik

get_type: Computation of a given type of spillover

Description

Usage

Arguments

Value