Wavelet-based multi-resolution GARCH model for financial spillover effects (Q554615): Difference between revisions
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| Property / Mathematics Subject Classification ID: 91G70 / rank | |||
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| Property / Mathematics Subject Classification ID: 62M15 / rank | |||
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| Property / zbMATH DE Number: 5936105 / rank | |||
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wavelet analysis | |||
| Property / zbMATH Keywords: wavelet analysis / rank | |||
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spillover effects | |||
| Property / zbMATH Keywords: spillover effects / rank | |||
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BEKK-GARCH model | |||
| Property / zbMATH Keywords: BEKK-GARCH model / rank | |||
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multi-resolution decomposition | |||
| Property / zbMATH Keywords: multi-resolution decomposition / rank | |||
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financial risk | |||
| Property / zbMATH Keywords: financial risk / rank | |||
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Revision as of 14:25, 1 July 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Wavelet-based multi-resolution GARCH model for financial spillover effects |
scientific article |
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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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