Spillover

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