A fresh look at integration of risks in the international stock markets: a wavelet approach
Hardik A. Marfatia
| Year of publication: |
September 2017
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| Authors: | Marfatia, Hardik A. |
| Published in: |
Review of financial economics : RFE. - Medford, MA : Wiley, ISSN 1058-3300, ZDB-ID 1116477-3. - Vol. 34.2017, p. 33-49
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| Subject: | Wavelet analysis | Volatility clustering | Stock returns | International transmission | Volatilität | Volatility | Zustandsraummodell | State space model | Welt | World | Aktienmarkt | Stock market | Internationaler Finanzmarkt | International financial market | Zeitreihenanalyse | Time series analysis | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Großbritannien | United Kingdom |
| Type of publication: | Article |
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| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.rfe.2017.07.003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011876782