Wavelet-based multi-resolution GARCH model for financial spillover effects
type: Item
instance of: scholarly article
title: Wavelet-based multi-resolution GARCH model for financial spillover effects
zbMATH Open document ID: 1218.91172
author: Shian-Chang Huang
published in: Mathematics and Computers in Simulation
publication date: 2011-08-04T00:00:00Z
Mathematics Subject Classification ID: 91G70
Mathematics Subject Classification ID: 62M15
zbMATH DE Number: 5936105
zbMATH Keywords: wavelet analysis
zbMATH Keywords: spillover effects
zbMATH Keywords: BEKK-GARCH model
zbMATH Keywords: multi-resolution decomposition
zbMATH Keywords: financial risk
describes a project that uses: wmtsa
MaRDI profile type: Publication
full work available at URL: j.matcom.2011.04.003
OpenAlex ID: W2070113133
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DOI: 10.1016/J.MATCOM.2011.04.003
description: scientific article; zbMATH DE number 5936105