Replication package for: Measuring spillovers and connectedness in gretl

Zenodo (CERN European Organization for Nuclear Research) 2026 Open access

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Authors: Chiara Casoli, Luca Pedini
DOI: 10.5281/zenodo.18592748
Cited by: 0

Abstract

This is the first official release of the replication package for: Casoli & Pedini (2026), "Measuring spillovers and connectedness in gretl", Computational Statistics. Zenodo DOI will be assigned once this release is archived via Zenodo.

Fields of Study & Subjects

Financial Risk and Volatility Modeling Market Dynamics and Volatility Monetary Policy and Economic Impact

Publication details

Journal / source
Zenodo (CERN European Organization for Nuclear Research)
Publication date
10 February 2026
Language
EN