Replication package for "Degree Concentration, Return Skewness, and the Incidence of Extreme Events"

Replication package for the paper "Degree Concentration, Return Skewness, and the Incidence of Extreme Events". Contains the agent-based model code, the simulation output behind every table in the paper, and the verification scripts. The code/ folder holds the model, the production drivers and two independent implementations of the GSADF/GSCADF recursive test. The data/ folder holds the per-replication output for the benchmark runs and the robustness grid, plus the 2,000 replications of the null distribution used to calibrate the critical values. See README.md in the archive for the full mapping between files and tables.