Dynamic relationship analysis between NAFTA stock markets using nonlinear, nonparametric, non-stationary methods (Q127928): Difference between revisions
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18 February 2020
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| Property / publication date: 18 February 2020 / rank | |||||||||||||||
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| Property / author: Josué M. Polanco-Martínez / rank | |||||||||||||||
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Dynamic relationship analysis between NAFTA stock markets using nonlinear, nonparametric, non-stationary methods (English) | |||||||||||||||
| Property / title: Dynamic relationship analysis between NAFTA stock markets using nonlinear, nonparametric, non-stationary methods (English) / rank | |||||||||||||||
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| Property / zbMATH Open document ID: 1431.62660 / rank | |||||||||||||||
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| Property / full work available at URL: http://hdl.handle.net/10810/47397 / rank | |||||||||||||||
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| Property / Mathematics Subject Classification ID: 62P20 / rank | |||||||||||||||
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| Property / Mathematics Subject Classification ID: 37N40 / rank | |||||||||||||||
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| Property / Mathematics Subject Classification ID: 91B80 / rank | |||||||||||||||
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| Property / Mathematics Subject Classification ID: 91B84 / rank | |||||||||||||||
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| Property / zbMATH DE Number: 7169320 / rank | |||||||||||||||
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econophysics | |||||||||||||||
| Property / zbMATH Keywords: econophysics / rank | |||||||||||||||
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financial time series | |||||||||||||||
| Property / zbMATH Keywords: financial time series / rank | |||||||||||||||
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nonlinear causality | |||||||||||||||
| Property / zbMATH Keywords: nonlinear causality / rank | |||||||||||||||
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rolling window Spearman correlation | |||||||||||||||
| Property / zbMATH Keywords: rolling window Spearman correlation / rank | |||||||||||||||
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wavelet coherence | |||||||||||||||
| Property / zbMATH Keywords: wavelet coherence / rank | |||||||||||||||
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Revision as of 19:36, 2 August 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynamic relationship analysis between NAFTA stock markets using nonlinear, nonparametric, non-stationary methods |
scientific article |
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97
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1
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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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