frequencyConnectedness

CRANfrequencyConnectednessMaRDI QIDQ73937FDOQ73937

Spectral Decomposition of Connectedness Measures

Tomas Krehlik

Last update: 24 February 2023

Copyright license: GNU General Public License, version 2.0

Software version identifier: 0.2.4

Cites work

• Measuring the Frequency Dynamics of Financial Connectedness and Systemic Risk*

Cited In (1)

• ConnectednessApproach

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