Calculate Dynamic Spillover Networks

Calculate time-varying spillover networks and detect contagion episodes

Usage

calculate_dynamic_spillover_networks(
  simulation_results,
  window_size = 100,
  significance_level = 0.05
)

Arguments

simulation_results

Results from simulate_enhanced_market_dynamics

window_size

Integer size of rolling window for spillover calculation

significance_level

Numeric significance level for spillover detection

Value

List containing spillover analysis results