Comovement of Central European stock markets using wavelet coherence: Evidence from high-frequency data

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SYSNO	0347765
Title	Comovement of Central European stock markets using wavelet coherence: Evidence from high-frequency data
Author(s)	Baruník, Jozef (UTIA-B) [E]_{RID, ORCID} Vácha, Lukáš (UTIA-B) [E]_RID Krištoufek, Ladislav (UTIA-B) [E]_{RID, ORCID}
Source Title	28th International Conference on Mathematical Methods in Economics 2010, Part II. S. 12-17. - České Budějovice : University of South Bohemia in České Budějovice, Faculty of Economy, 2010 / Houda Michal ; Friebelová Jana
Conference	Mathematical Methods in Economics 2010, České Budějovice, 08.09.2010-10.09.2010
Document Type	Konferenční příspěvek (zahraniční konf.)
Grant	GA402/09/0965 GA ČR - Czech Science Foundation (CSF)
	GD402/09/H045 GA ČR - Czech Science Foundation (CSF)
	GP402/08/P207 GA ČR - Czech Science Foundation (CSF)
CEZ	AV0Z10750506 - UTIA-B (2005-2011)
Language	eng
Country	CZ
Keywords	comovement * contagion * wavelet analysis * wavelet coherence
URL	http://library.utia.cas.cz/separaty/2010/E/barunik-0347765.pdf
Permanent Link	http://hdl.handle.net/11104/0188468

Number of the records: 1