Wavelet Analysis of Central European Stock Market Behaviour During the Crisis
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Keywordsewavelet analysis; multiresolution analysis; Central European stock markets; financial crisis;
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2009-10-31 (All new papers)
- NEP-EEC-2009-10-31 (European Economics)
- NEP-FMK-2009-10-31 (Financial Markets)
- NEP-TRA-2009-10-31 (Transition Economics)
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