zyyyyy0008 发表于 2022-6-20 14:31 
能问下这个代码是基于哪篇文章的吗?
Antonakakis, N., Chatziantoniou, I., & Gabauer, D. (2020). Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions. Journal of Risk and Financial Management, 13(4), 84.