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

Published: 31 July 2024| Version 1 | DOI: 10.17632/rtwsfgpgmf.1
Contributors:
Viet Hoang Nguyen, Evzen Kocenda, Matthew Greenwood-Nimmo

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

Steps to reproduce

The zipped folder contains a readme file (in .docx and .pdf) explaining steps to reproduce the results in the paper.

Institutions

  • The University of Melbourne

Categories

Economics, Finance

Licence