Marco Gallegati

Publication Activity (10 Years)

Years Active: 2008-2014
Publications (10 Years): 0

Top Topics

Fractional Brownian Motion

Statistical Analysis

Top Venues

Comput. Stat. Data Anal.

Publications

Marco Gallegati, James B. Ramsey, Willi Semmler
Interest rate spreads and output: A time scale decomposition analysis using wavelets. Comput. Stat. Data Anal. 76 (2014)
Marco Gallegati, James B. Ramsey, Willi Semmler
Time Scale Analysis of Interest Rate Spreads and Output Using Wavelets. Axioms 2 (2) (2013)
Marco Gallegati
A wavelet-based approach to test for financial market contagion. Comput. Stat. Data Anal. 56 (11) (2012)
Marco Gallegati
Wavelet analysis of stock returns and aggregate economic activity. Comput. Stat. Data Anal. 52 (6) (2008)