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Correlation Analysis of Financial Contagion: What One Should Know Before Running a Test
Giancarlo Corsetti / Marcello Pericoli / Massimo Sbracia
contagion / hypothesis testingResource overview

Correlation Analysis of Financial Contagion: What One Should Know Before Running a Test

Paper2001

by Giancarlo Corsetti, Marcello Pericoli, Massimo Sbracia

Tags
contagionhypothesis testingstatistical inference

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Suggested foundations for probability and statistical reasoning. Specialist prerequisites vary by paper.

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  1. Random Variables and Distributions

    Read the distributions and expectations used in probabilistic arguments.

  2. Conditional Expectation

    Interpret expectations after information is observed.

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  1. Confidence Intervals and Hypothesis Testing

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