Mathematical Research Data Initiative
Main page
Recent changes
Random page
SPARQL
MaRDI@GitHub
New item
In other projects
MaRDI portal item
Discussion
View source
View history
English
Log in

Spillover

From MaRDI portal
Software:76246
Jump to:navigation, search



CRANSpilloverMaRDI QIDQ76246FDOQ76246

Spillover/Connectedness Index Based on VAR Modelling

Jilber Urbina

Last update: 12 February 2023

Copyright license: GNU General Public License, version 2.0

Software version identifier: 0.1.0.3


Cites work

  • Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets
  • Better to give than to receive: Predictive directional measurement of volatility spillovers




This page was built for software: Spillover

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Software:76246&oldid=30804737"
Tools
What links here
Related changes
Printable version
Permanent link
Page information
This page was last edited on 12 March 2024, at 18:56. Warning: Page may not contain recent updates.
Privacy policy
About MaRDI portal
Disclaimers
Imprint
Powered by MediaWiki