Dynamic relationship analysis between NAFTA stock markets using nonlinear, nonparametric, non-stationary methods (Q127928): Difference between revisions
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Revision as of 01:33, 4 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynamic relationship analysis between NAFTA stock markets using nonlinear, nonparametric, non-stationary methods |
scientific article |
Statements
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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