Pages that link to "Item:Q554615"
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The following pages link to Wavelet-based multi-resolution GARCH model for financial spillover effects (Q554615):
Displaying 4 items.
- Study on spillover effect of copper futures between LME and SHFE using wavelet multiresolution analysis (Q926715) (← links)
- Improving daily value-at-risk forecasts: the relevance of short-run volatility for regulatory quality assessment (Q1657604) (← links)
- Analysis of shares frequency components on daily value-at-risk in emerging and developed markets (Q2163912) (← links)
- Capturing the Spillover Effect With Multiplicative Error Models (Q2794787) (← links)