Detecting Statistically Significant Changes in Connectedness: A Bootstrap-based Technique

Published: 31 July 2024| Version 1 | DOI: 10.17632/cvp7v9nxkf.1
Contributor:
Viet Hoang Nguyen

Description

The folder provides the original DY2009 data and all programs to replicate the results, figures and tables in our paper (Detecting Statistically Significant Changes in Connectedness: A Bootstrap-based Technique).

Files

Institutions

The University of Melbourne

Categories

Economics, Finance

Licence