A wavelet-heterogeneous index of market shocks for assessing the magnitude of financial crises

Christophe Boucher, Patrick Kouontchou, Bertrand Maillet, Raymond Hélène. A wavelet-heterogeneous index of market shocks for assessing the magnitude of financial crises. In ESANN 2009, 17th European Symposium on Artificial Neural Networks, Bruges, Belgium, April 22-24, 2009, Proceedings. 2009. [doi]

@inproceedings{BoucherKMH09,
  title = {A wavelet-heterogeneous index of market shocks for assessing the magnitude of financial crises},
  author = {Christophe Boucher and Patrick Kouontchou and Bertrand Maillet and Raymond Hélène},
  year = {2009},
  url = {http://www.dice.ucl.ac.be/Proceedings/esann/esannpdf/es2009-127.pdf},
  researchr = {https://researchr.org/publication/BoucherKMH09},
  cites = {0},
  citedby = {0},
  booktitle = {ESANN 2009, 17th European Symposium on Artificial Neural Networks, Bruges, Belgium, April 22-24, 2009, Proceedings},
}