plotFrom.list_of_spills

Taking in list_of_spillovers, the function plots the from spillovers
using the zoo::plot.zoo function

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

plotFrom.list_of_spills function

<dl><dt>spillover_table</dt>
<dd>a list_of_spills object, ideally from rolling window estimation</dd>
<dt>within</dt>
<dd>whether to compute the within spillovers if the spillover
tables are frequency based.</dd>
<dt>which</dt>
<dd>a vector with indices specifying which plots to plot.</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 plot from spillovers — plotFrom.list_of_spills

<dl>

<dt>spillover_table</dt>
<dd>a list_of_spills object, ideally from rolling window estimation</dd>


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


<dt>which</dt>
<dd>a vector with indices specifying which plots to plot.</dd>


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

</dl>

plotFrom.list_of_spills: Function to plot from spillovers

Description

Usage

Value

Arguments

Author