Examination of contagion in financial markets in Iran Using a Combination of Ornstein Uhlenbeck Process and Continuous Wavelet Transform
Nowadays, with development of information system and interaction among financial markets across the world, downturn and boom transition in different markets is growing with a significant speed and with regard to developing economies in countries like Iran; contagion of crisis from global markets, sl...
| Main Authors: | , , |
|---|---|
| Format: | Article |
| Language: | fas |
| Published: |
Semnan University
2017-11-01
|
| Series: | مدلسازی اقتصادسنجی |
| Subjects: | |
| Online Access: | https://jem.semnan.ac.ir/article_3150_8f46a9c929f7845f45aa0f759e7b47c1.pdf |