利用基于小波的多元GARCH模型检验油价波动对伊朗股市的溢出效应

{"title":"利用基于小波的多元GARCH模型检验油价波动对伊朗股市的溢出效应","authors":"S. Mamipour, S. Yazdani, Elmira Sepehri","doi":"10.1007/s12197-022-09587-7","DOIUrl":null,"url":null,"abstract":"","PeriodicalId":39959,"journal":{"name":"Journal of Economics and Finance","volume":null,"pages":null},"PeriodicalIF":1.7000,"publicationDate":"2022-06-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Examining the spillover effects of volatile oil prices on Iran’s stock market using wavelet-based multivariate GARCH model\",\"authors\":\"S. Mamipour, S. Yazdani, Elmira Sepehri\",\"doi\":\"10.1007/s12197-022-09587-7\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"\",\"PeriodicalId\":39959,\"journal\":{\"name\":\"Journal of Economics and Finance\",\"volume\":null,\"pages\":null},\"PeriodicalIF\":1.7000,\"publicationDate\":\"2022-06-30\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Journal of Economics and Finance\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1007/s12197-022-09587-7\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q3\",\"JCRName\":\"BUSINESS, FINANCE\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Journal of Economics and Finance","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1007/s12197-022-09587-7","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q3","JCRName":"BUSINESS, FINANCE","Score":null,"Total":0}