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A wavelet-based approach to test for financial market contagion

✍ Scribed by Marco Gallegati

Book ID: 113557633
Publisher: Elsevier Science
Year: 2012
Tongue: English
Weight: 489 KB
Volume: 56
Category: Article
ISSN: 0167-9473
DOI: 10.1016/j.csda.2010.11.003

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The authors are grateful to Mark J. Powers, the editor, and two anonymous referees for their helpful comments and suggestions. Valuable comments on earlier versions from Thomas Schwarz and Fumi Quong are also greatly appreciated. The views stated in this article are those of the authors and do not n