A wavelet-based approach to test for financial market contagion (Q1927129)
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scientific article; zbMATH DE number 6119766
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A wavelet-based approach to test for financial market contagion |
scientific article; zbMATH DE number 6119766 |
Statements
A wavelet-based approach to test for financial market contagion (English)
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30 December 2012
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wavelet decomposition
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contagion
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interdependence
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wavelet correlation
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0.7979030013084412
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0.796671450138092
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0.793470561504364
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0.7902742028236389
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0.7834513783454895
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