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Comovement of Central European stock markets using wavelet coherence: Evidence from high-frequency data
- 1.0347765 - ÚTIA 2011 RIV CZ eng C - Conference Paper (international conference)
Baruník, Jozef - Vácha, Lukáš - Krištoufek, Ladislav
Comovement of Central European stock markets using wavelet coherence: Evidence from high-frequency data.
28th International Conference on Mathematical Methods in Economics 2010. Vol. Part II. České Budějovice: University of South Bohemia in České Budějovice, Faculty of Economy, 2010 - (Houda, M.; Friebelová, J.), s. 12-17. ISBN 978-80-7394-218-2.
[Mathematical Methods in Economics 2010. České Budějovice (CZ), 08.09.2010-10.09.2010]
R&D Projects: GA ČR GA402/09/0965; GA ČR GD402/09/H045; GA ČR GP402/08/P207
Institutional research plan: CEZ:AV0Z10750506
Keywords : comovement * contagion * wavelet analysis * wavelet coherence
Subject RIV: AH - Economics
http://library.utia.cas.cz/separaty/2010/E/barunik-0347765.pdf
Permanent Link: http://hdl.handle.net/11104/0188468
Number of the records: 1