Package index

All functions

cdb()

Conditional Diversification Benefit (CDB)

classify_bm10()

Classify Hedge and Safe-Haven Behavior

hedgedata

Daily log returns for S&P 500, Bitcoin, and Gold

hedge_effectiveness_dcc()

Hedge Ratio, Hedging Effectiveness, and Optimal Hedging Weight

hedge_safehaven_bm10()

Regression Coefficient Estimation (Baur & McDermott, 2010)