R: Dataset of Gabauer (2020)

g2020 {ConnectednessApproach}

R Documentation

Dataset of Gabauer (2020)

Description

For detailed information see: Gabauer, D. (2020). Volatility impulse response analysis for DCC-GARCH models: The role of volatility transmission mechanisms. Journal of Forecasting, 39(5), 788-796.

Usage

data(g2020)

Format

zoo data.frame

[Package ConnectednessApproach version 1.0.3 Index]