Modeling Relationship Between Stock Market of UK and MENA Countries: A Wavelet Transform and Markov Switching Vector Error Correction Model Approach

Dghais, A. A., & Ismail, M. T. (2017). Modeling Relationship Between Stock Market of UK and MENA Countries: A Wavelet Transform and Markov Switching Vector Error Correction Model Approach. In Proceedings of the International Conference on Computing, Mathematics and Statistics (iCMS 2015) (pp. 165–173). Springer Singapore. https://doi.org/10.1007/978-981-10-2772-7_17