within_pairwise

<p>takes in a list containing (G)FEVD decomposed at frequencies at time t</p>

listAtT

<p>Computation of within pairwise spillovers at time T</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

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within_pairwise: Computation of within pairwise spillovers at time T

Description

Usage

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Value