smq/directoryAn evolving quant resource archive
Back to directoryResource
Paper / 2024SMQ / 236757233537467
Enhancing Causal Discovery in Financial Networks with Piecewise Quantile Regression
Cameron Cornell / Lewis Mitchell / Matthew Roughan
cryptocurrencies / financial networksResource overview

Enhancing Causal Discovery in Financial Networks with Piecewise Quantile Regression

Paper2024

by Cameron Cornell, Lewis Mitchell, Matthew Roughan

Tags
cryptocurrenciesfinancial networksregressiontime series

Access resource

Open original source Understand this paper

Continue on SelfMadeQuant

Understand this paper

Suggested foundations for financial time series. Specialist prerequisites vary by paper.

Before you read

  1. Stationarity and Unit Roots

    Check whether a relationship can be estimated consistently over time.

  2. Linear Regression

    Read the fitted relationship and its residuals.

Go further

  1. Cointegration and Error Correction

    Study long-run relationships without confusing them with correlation.

  2. Regression Assumptions and Diagnostics

    Check the assumptions behind reported estimates.

Explore a related reading path

Lesson links open public previews. Access to full lessons depends on the topic and your membership.

Explore Econometrics and Financial Time Series

Keep exploring

Related resources

More ideas from similar topics.

6

From the same author

Cameron Cornell, Lewis Mitchell, Matthew Roughan

1