Work

Tests of Financial Market Contagion: Evolutionary Cospectral Analysis Versus Wavelet Analysis

Year: 2014

Type: article

Source: Computational Economics

DOI: 10.1007/s10614-014-9461-8

Authors: Zied Ftiti, Aviral Tiwari, Amél Belanès, Khaled Guesmi

Institutions: EDC Paris Business School, ICFAI University, Tripura, Tunis University, Centre National de la Recherche Scientifique, IPAG Business School, EconomiX

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2016784818

FWCI: 6.102

Cites: 86

Cited by: 42

Related to: 10