International stock market contagion : a CEEMDAN wavelet analysis
Zhongbao Zhou, Ling Lin, Shuxian Li
| Year of publication: |
2018
|
|---|---|
| Authors: | Zhou, Zhongbao ; Lin, Ling ; Li, Shuxian |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 72.2018, p. 333-352
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| Subject: | Accumulated response | CEEMDAN model | Discrete wavelet transform model | Fine to coarse algorithm | International stock market contagion | Internationaler Finanzmarkt | International financial market | Aktienmarkt | Stock market | Zustandsraummodell | State space model | Ansteckungseffekt | Contagion effect | Welt | World | Volatilität | Volatility | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econmod.2018.02.010 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012100382