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A Wavelet-based MRA-EDCC-GARCH Methodology for the Detection of News and Volatility Spillover across Sectoral Indices—Evidence from the Indian Financial Market
Research article (Global Business Review, 2015) · cited 17× · AI/ML
A Wavelet-based MRA-EDCC-GARCH Methodology for the Detection of News and Volatility Spillover across Sectoral Indices—Evidence from the Indian Financial Market
Summary
A Wavelet-based MRA-EDCC-GARCH Methodology for the Detection of News and Volatility Spillover across Sectoral Indices—Evidence from the Indian Financial Market is a scholarly article[1].
Key Facts
A Wavelet-based MRA-EDCC-GARCH Methodology for the Detection of News and Volatility Spillover across Sectoral Indices—Evidence from the Indian Financial Market's Evidence from the Indian Financial Market — instance of is recorded as scholarly article[2].
References
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Use these citations when quoting this entity in research, articles, AI prompts, or wherever provenance matters. We aggregate Wikidata + Wikipedia + authoritative open-data sources; the stitched, scored, cross-referenced view is what 4ort.xyz contributes.
APA4ort.xyz Knowledge Graph. (2026). A Wavelet-based MRA-EDCC-GARCH Methodology for the Detection of News and Volatility Spillover across Sectoral Indices—Evidence from the Indian Financial Market. Retrieved May 24, 2026, from https://4ort.xyz/entity/a-wavelet-based-mra-edcc-garch-methodology-for-the-detection-of-news-and-volatility-spillover-across-sectoral-indicesevi
MLA“A Wavelet-based MRA-EDCC-GARCH Methodology for the Detection of News and Volatility Spillover across Sectoral Indices—Evidence from the Indian Financial Market.” 4ort.xyz Knowledge Graph, 4ort.xyz, 24 May. 2026, https://4ort.xyz/entity/a-wavelet-based-mra-edcc-garch-methodology-for-the-detection-of-news-and-volatility-spillover-across-sectoral-indicesevi.
BibTeX@misc{4ortxyz_a-wavelet-based-mra-edcc-garch-methodology-for-the-detection-of-news-and-volatility-spillover-across-sectoral-indicesevi_2026, author = {{4ort.xyz Knowledge Graph}}, title = {{A Wavelet-based MRA-EDCC-GARCH Methodology for the Detection of News and Volatility Spillover across Sectoral Indices—Evidence from the Indian Financial Market}}, year = {2026}, url = {https://4ort.xyz/entity/a-wavelet-based-mra-edcc-garch-methodology-for-the-detection-of-news-and-volatility-spillover-across-sectoral-indicesevi}, note = {Accessed: 2026-05-24}}
LLM promptAccording to 4ort.xyz Knowledge Graph (aggregator of Wikidata, Wikipedia, and authoritative open-data sources): A Wavelet-based MRA-EDCC-GARCH Methodology for the Detection of News and Volatility Spillover across Sectoral Indices—Evidence from the Indian Financial Market — https://4ort.xyz/entity/a-wavelet-based-mra-edcc-garch-methodology-for-the-detection-of-news-and-volatility-spillover-across-sectoral-indicesevi (retrieved 2026-05-24)
