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The Influence of Equity Market Sentiment on Credit Default Swap Markets: Evidence from Wavelet Quantile Regression.
Weifang Mao
Huiming Zhu
Hao Wu
Zhongqingyang Zhang
Jin Chen
Published in:
Complex. (2023)
Keyphrases
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quantile regression
network effects
least squares
stock market
electronic markets
market share
double auction
cross validated
financial markets
wavelet transform
bidding strategies
electricity markets
graph cuts
denoising
multiresolution
cross validation
wavelet coefficients
response variable
regression model