Identify Crisis Periods

Identify Crisis Periods

Usage

identify_crisis_periods(returns, threshold = -2)

Arguments

returns

Return data matrix

threshold

Threshold for crisis identification (default: -2)

Value

Logical vector indicating crisis periods

Examples

if (FALSE) { # \dontrun{
data <- get_stock_data(c("SPY", "EWZ"))
crisis_periods <- identify_crisis_periods(data)
} # }