plotSpecific

Method for ploting specific pair 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

plotSpecific function

<dl><dt>spillover_table</dt>
<dd>the output of rolling spillover estimation function</dd>
<dt>...</dt>
<dd>other arguments like which specifi pair to plot.</dd></dl>

Arguments

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

Author

Method for ploting specific pair spillover — plotSpecific

<dl>

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


<dt>...</dt>
<dd>other arguments like which specifi pair to plot.</dd>

</dl>

plotSpecific: Method for ploting specific pair spillover

Description

Usage

Value

Arguments

Author