collapseBounds

Method for for collapsing bound for frequency spillovers

Accompanies a paper (Barunik, Krehlik (2018) <doi:10.1093/jjfinec/nby001>) 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

frequencyConnectedness

Spectral Decomposition of Connectedness Measures

collapseBounds function

<dl><dt>spillover_table</dt>
<dd>the output of spillover estimation function 
or rolling spillover estimation function</dd>
<dt>which</dt>
<dd>integer vector indicating which of the frequency bounds
we want to have collapsed</dd></dl>

Arguments

Tomas Krehlik &lt;tomas.krehlik@gmail.com&gt;

Author

Method for for collapsing bound for frequency spillovers — collapseBounds

<dl>

<dt>spillover_table</dt>
<dd>the output of spillover estimation function 
or rolling spillover estimation function</dd>


<dt>which</dt>
<dd>integer vector indicating which of the frequency bounds
we want to have collapsed</dd>

</dl>

collapseBounds: Method for for collapsing bound for frequency spillovers

Description

Usage

Value

Arguments

Author