Early warning signals of financial stress: A “wavelet-based” composite indicat

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【全文链接或数据库名称(选填)】Early warning signals of financial stress: A “wavelet-based” composite indicators approachM Gallegati - Advances in Non-linear Economic Modeling, 2014 - Springer
Abstract In this paper we exploit the usefulness of wavelet multi resolution analysis in
providing early warning signals of financial stress (conditions). The proposed “wavelet-
based” approach gives rise to a composite indicator obtained by aggregating several “scale-

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