pairwise.spillover_table

Taking in spillover_table, the function computes the pairwise spillover.

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

pairwise.spillover_table function

<dl><dt>spillover_table</dt>
<dd>a spillover_table object, ideally from the provided estimation 
functions</dd>
<dt>within</dt>
<dd>whether to compute the within spillovers if the spillover
tables are frequency based.</dd>
<dt>...</dt>
<dd>for the sake of CRAN not to complain</dd></dl>

Arguments

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

Author

Function to compute pairwise spillovers — pairwise.spillover_table

<dl>

<dt>spillover_table</dt>
<dd>a spillover_table object, ideally from the provided estimation 
functions</dd>


<dt>within</dt>
<dd>whether to compute the within spillovers if the spillover
tables are frequency based.</dd>


<dt>...</dt>
<dd>for the sake of CRAN not to complain</dd>

</dl>

pairwise.spillover_table: Function to compute pairwise spillovers

Description

Usage

Value

Arguments

Author