Using wavelets in the measurement of multiscale dependence between Saudi and selected foreign stock markets
Foued Saâdaoui
| Year of publication: |
2023
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|---|---|
| Authors: | Saâdaoui, Foued |
| Published in: |
International transactions in operational research : a journal of the International Federation of Operational Research Societies. - Oxford : Wiley-Blackwell, ISSN 1475-3995, ZDB-ID 2019815-2. - Vol. 30.2023, 5, p. 2277-2301
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| Subject: | contagion | fractals | multidimensional analysis | Saudi exchange | subprime crisis | wavelet cross-analysis | Saudi-Arabien | Saudi Arabia | Zustandsraummodell | State space model | Aktienmarkt | Stock market | Finanzkrise | Financial crisis | Ansteckungseffekt | Contagion effect | Internationaler Finanzmarkt | International financial market | Börsenkurs | Share price |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/itor.13019 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014259151