# The evolution of spillover effects between oil and stock markets across multi-scales using a wavelet-based GARCH–BEKK model

> Research article (Physica A Statistical Mechanics and its Applications, 2016) · cited 116× · AI/ML

**Wikidata**: [openalex:W2518433829](https://www.wikidata.org/wiki/openalex:W2518433829)  
**Source**: https://4ort.xyz/entity/the-evolution-of-spillover-effects-between-oil-and-stock-markets-across-multi-scales-using-a-wavelet-based-garchbekk-mod