Using wavelets in the measurement of multiscale dependence between Saudi and selected foreign stock markets (Q6056287)

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scientific article; zbMATH DE number 7744749
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Using wavelets in the measurement of multiscale dependence between Saudi and selected foreign stock markets
scientific article; zbMATH DE number 7744749

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    Using wavelets in the measurement of multiscale dependence between Saudi and selected foreign stock markets (English)
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    29 September 2023
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    multidimensional analysis
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    contagion
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    wavelet cross-analysis
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    fractals
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    subprime crisis
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    Saudi exchange
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