Dynamic relationship analysis between NAFTA stock markets using nonlinear, nonparametric, non-stationary methods (Q127928): Difference between revisions

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Latest revision as of 19:16, 21 July 2024

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Dynamic relationship analysis between NAFTA stock markets using nonlinear, nonparametric, non-stationary methods
scientific article

    Statements

    97
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    369-389
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    6 May 2019
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    18 February 2020
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    Dynamic relationship analysis between NAFTA stock markets using nonlinear, nonparametric, non-stationary methods (English)
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    econophysics
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    financial time series
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    nonlinear causality
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    rolling window Spearman correlation
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    wavelet coherence
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