Detect Contagion Episodes

Advanced contagion detection using multiple methodologies

Usage

detect_contagion_episodes(
  spillover_results,
  market_data = NULL,
  detection_methods = c("threshold", "regime", "correlation", "volatility")
)

Arguments

spillover_results

Results from calculate_dynamic_spillover_networks

market_data

Optional market data for additional context

detection_methods

Character vector of detection methods to use

Value

List containing detailed contagion analysis