jcggh2022 {ConnectednessApproach} | R Documentation |
For detailed information see: Juncal, C., Chatziantoniou, I., Gabauer, D., De Gracia, F. P., & Hardik, M. (2022). Dynamic spillovers across precious metals and energy realized volatilities: Evidence from quantile extended joint connectedness measures.
data(jcggh2022)
zoo data.frame