Wavelet multiscale and spillover analyses of volatility and correlation
Sofiane Aboura
| Year of publication: |
2022
|
|---|---|
| Authors: | Aboura, Sofiane |
| Subject: | Volatilität | Volatility | Korrelation | Correlation | Spillover-Effekt | Spillover effect | Zustandsraummodell | State space model | Schätzung | Estimation | Aktienmarkt | Stock market | Zeitreihenanalyse | Time series analysis | ARCH-Modell | ARCH model | Kapitaleinkommen | Capital income |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.3905/jod.2022.1.155 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014231071