Bull or bear markets : a wavelet dynamic correlation perspective
François Benhmad
| Year of publication: |
2013
|
|---|---|
| Authors: | Benhmad, François |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 32.2013, p. 576-591
|
| Subject: | Contagion | Financial markets | Market heterogeneity | Wavelets | Zustandsraummodell | State space model | Korrelation | Correlation | Internationaler Finanzmarkt | International financial market | Aktienmarkt | Stock market | Finanzmarkt | Financial market | Theorie | Theory | Volatilität | Volatility | Finanzkrise | Financial crisis |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009762016