plotSpecific.list_of_spills

Taking in list_of_spillovers, the function plots the spillover from i to j
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

plotSpecific.list_of_spills function

<dl><dt>spillover_table</dt>
<dd>a list_of_spills object, ideally from rolling window estimation</dd>
<dt>i</dt>
<dd>from variable</dd>
<dt>j</dt>
<dd>to variable</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 specific spilover from i to j — plotSpecific.list_of_spills

<dl>

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


<dt>i</dt>
<dd>from variable</dd>


<dt>j</dt>
<dd>to variable</dd>


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

</dl>

plotSpecific.list_of_spills: Function to plot specific spilover from i to j

Description

Usage

Value

Arguments

Author