toSpillovers

<p>an outcome from either frequency based or standard connectedness measures</p>

estimate

<p>This function does the computation of the to others spillovers from the
estimate of connectedness table</p>

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

toSpillovers: Compute to others spillovers from the estimates

Description

Usage

Arguments

Value