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Wavelet analysis of variance risk premium spillovers
Iolanda Lo Cascio
Scienze Economiche, Aziendali e Statistiche
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Dive into the research topics of 'Wavelet analysis of variance risk premium spillovers'. Together they form a unique fingerprint.
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Business & Economics
Wavelet Analysis
Risk Premium
Analysis of Variance
Spillover
Fractional Differencing
Stock Market
Misspecification
Implied Volatility
Long Memory
Covariance Matrix
Vector Autoregressive Model
Overlapping
Switzerland
Time Horizon
Modeling
France
Germany
Integrated