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Option-Implied Network Measures of Tail Contagion and Stock Return Predictability
Manuela Pedio
financial networksResource overview

Option-Implied Network Measures of Tail Contagion and Stock Return Predictability

Paper2021

by Manuela Pedio

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financial networks

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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.

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