A wavelet-based approach to test for financial market contagion

Computational Statistics and Data Analysis

Volumn 56, Issue 11, 2012, Pages 3491-3497

  Gallegati, Marco ^a  

^a UNIVERSITÀ POLITECNICA DELLE MARCHE   (Italy)

Author keywords

Contagion; Interdependence; Wavelet correlation; Wavelet decomposition

Indexed keywords

CONFIDENCE INTERVAL; CONTAGION; FINANCIAL MARKET; GRAPHICAL TEST; INTERDEPENDENCE; STOCK MARKET; WAVELET COEFFICIENTS; WAVELET-BASED APPROACH;

WAVELET DECOMPOSITION;

FINANCE;

EID: 84862006263     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.csda.2010.11.003     Document Type: Article

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