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Wavelet-based multi-resolution GARCH model for financial spillover effects |
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| Authors: | Shian-Chang Huang |
| Affiliation: | Department of Business Administration, College of Management, National Changhua University of Education, No. 2, Shi-Da Road, Changhua 500, Taiwan |
| Abstract: | |
| Keywords: | Wavelet analysis Spillover effects BEKK-GARCH model Multi-resolution decomposition Financial risk |
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