# Connectedness Approach

## Documentation for package ‘ConnectednessApproach’ version 1.0.1

- DESCRIPTION file.

## Help Pages

aaacgo2022 | Dataset of Adekoya, Akinseye, Antonakakis, Chatziantoniou, Gabauer and Oliyide (2022)
acg2020 | Dataset of Antonakakis, Chatziantoniou and Gabauer (2020)
AggregatedConnectedness | Aggregated Connectedness Measures
BayesPrior | Bayes Prior
bcg2022 | Dataset of Broadstock, Chatziantoniou and Gabauer (2022)
bgu2021 | Dataset of Balcilar, Gabauer and Umar (2021)
BivariateDCCGARCH | Bivariate DCC-GARCH
BivariatePortfolio | Kroner and Ng (1998) optimal bivariate portfolio weights
cegg2022 | Dataset of Chatziantoniou, Elsayed, Gabauer and Gozgor (2022)
cg2021 | Dataset of Chatziantoniou and Gabauer (2021)
cgg2022 | Dataset of Chatziantoniou, Gabauer and Gupta (2022)
cgs2021 | Dataset of Chatziantoniou, Gabauer and Stenfors (2021)
cgs2022 | Dataset of Chatziantoniou, Gabauer and Stenfors (2022)
ConditionalConnectedness | ConditionalConnectedness
ConditionalCorrelation | Partial Conditional Correlations
ConnectednessApproach | Connectedness Approach
ConnectednessTable | Connectedness table
DCCGARCHselection | DCC-GARCH selection specification
dy2009 | Dataset of Diebold and Yilmaz (2009)
dy2012 | Dataset of Diebold and Yilmaz (2012)
ElasticNetVAR | Elastic Net vector autoregression
EquallyWeightedPortfolio | Equally weighted portfolio
ExclusiveConnectedness | Exclusive Connectedness Measures
ExtendedJointConnectedness | Balcilar et al. (2021) extended joint connectedness approach
ExternalConnectedness | External Connectedness Measures
FEVD | Forecast error variance decomposition
FrequencyConnectedness | Baruník and Křehlík (2018) frequency connectedness approach
g2020 | Dataset of Gabauer (2020)
GARCHselection | Univariate GARCH selection criterion
GARCHtests | Univariate GARCH test statistics
gcat2022 | Dataset of Chatziantoniou, Abakah, Gabauer & Tiwari (2022)
gg2018 | Dataset of Gabauer and Gupta (2018)
gghm2022 | Dataset of Gabauer, Gupta, Haradik and Miller (2020)
HedgeRatio | Kroner and Sultan (1993) hedge ratios
InclusiveConnectedness | Inclusive Connectedness Measures
InternalConnectedness | Internal Connectedness Measures
IRF | Impulse response functions
jcggh2022 | Dataset of Juncal, Chatziantoniou, Gabauer, Garcia & Hardik (2022)
JointConnectedness | Lastrapes and Wiesen (2021) joint connectedness approach
lw2021 | Dataset of Lastrapes and Wiesen (2021)
MinimumConnectednessPortfolio | Minimum connectedness portfolio
MinnesotaPrior | Minnesota Prior
PartialCorrelations | Partial Contemporaneous Correlations
PlotFROM | Dynamic from total directional connectedness plot
PlotINF | Dynamic influence connectedness plot
PlotNET | Dynamic net total directional connectedness plot
PlotNetwork | Network plot
PlotNPDC | Dynamic net pairwise connectedness plot
PlotNPT | Dynamic net pairwise transmission plot
PlotPCI | Dynamic pairwise connectedness plot
PlotTCI | Dynamic total connectedness plot
PlotTO | Dynamic to total directional connectedness plot
QVAR | Quantile vector autoregression
RiskParityPortfolio | Minimum connectedness portfolio
SummaryStatistics | Summary Statistics
TimeConnectedness | Diebold and Yilmaz (2009, 2012) connectedness approach
TVPVAR | Time-varying parameter vector autoregression
UninformativePrior | Uninformative Prior
VAR | Vector autoregression
VarianceTest | Variance Test
VFEVD | Generalized volatility forecast error variance decomposition and volatility impulse response functions
WeightedBoxTest | WeightedBoxTest
Wold | Wold representation theorem