Wavelet-based multi-resolution GARCH model for financial spillover effects (Q554615)
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scientific article; zbMATH DE number 5936105
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| English | Wavelet-based multi-resolution GARCH model for financial spillover effects |
scientific article; zbMATH DE number 5936105 |
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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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0.7841670513153076
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0.7488632798194885
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0.7472342848777771
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0.7470488548278809
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