Installation
About
A user-friendly tool for estimating both total and directional connectedness spillovers based on Diebold and Yilmaz (2009, 2012). It also provides the user with rolling estimation for total and net indices. User can find both orthogonalized and generalized versions for each kind of measures. See Diebold and Yilmaz (2009, 2012) find them at doi:10.1111/j.1468-0297.2008.02208.x and doi:10.1016/j.ijforecast.2011.02.006.
Key Metrics
Downloads
| Last 24 hours | 0 -100% |
| Last 7 days | 54 -31% |
| Last 30 days | 298 -12% |
| Last 90 days | 946 -12% |
| Last 365 days | 3.800 -1% |