Work

Bull or bear markets: A wavelet dynamic correlation perspective

Year: 2013

Type: article

Source: Economic Modelling

DOI: 10.1016/j.econmod.2013.02.031

Author: François Benhmad

Institution: Université Montpellier 1

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2018407785

FWCI: 5.246

Cites: 45

Cited by: 70

Related to: 10