Multiscale Systemic Risk and Its Spillover Effects in the Cryptocurrency Market.
Xu ZhangZhijing DingPublished in: Complex. (2021)
Keyphrases
- multiscale
- decision making
- black scholes
- risk aversion
- financial crisis
- scale space
- stock market
- wavelet transform
- risk evaluation
- risk neutral
- investment decisions
- image processing
- risk factors
- risk assessment
- stock price
- risk management
- expected utility
- financial data
- risk measures
- coarse to fine
- wavelet coefficients
- image representation
- edge detection
- high risk
- risk analysis
- early warning
- risk averse
- network effects
- multiscale analysis