Wavelet-based multi-resolution GARCH model for financial spillover effects (Q554615): Difference between revisions

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Latest revision as of 08:37, 4 July 2024

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Wavelet-based multi-resolution GARCH model for financial spillover effects
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    Wavelet-based multi-resolution GARCH model for financial spillover effects (English)
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    4 August 2011
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    wavelet analysis
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    spillover effects
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    BEKK-GARCH model
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    multi-resolution decomposition
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    financial risk
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