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

DOI10.1111/ITOR.13019OpenAlexW3167819826MaRDI QIDQ6056287

Foued Saâdaoui

Publication date: 29 September 2023

Published in: International Transactions in Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/itor.13019

zbMATH Keywords

fractalscontagionmultidimensional analysissubprime crisisSaudi exchangewavelet cross-analysis

Mathematics Subject Classification ID

Operations research, mathematical programming (90-XX)

Related Items (1)

On the role of commodity futures in portfolio diversification

Cites Work

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