Early Warning Signals of Financial Stress: A “Wavelet-Based” Composite Indicators Approach

DOI10.1007/978-3-642-42039-9_3zbMath1315.91076MaRDI QIDQ5258073

Marco Gallegati

Publication date: 25 June 2015

Published in: Advances in Non-linear Economic Modeling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-42039-9_3

Mathematics Subject Classification ID

65T60: Numerical methods for wavelets

91G80: Financial applications of other theories

91B82: Statistical methods; economic indices and measures

Cites Work

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